-6.1%
CELH vs CAG
-43.1%
+37.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.5% |
| 7D | -11.2% | -5.7% | -5.5% | -9.3% |
| 30D | -1.4% | -2.4% | +1.0% | -0.4% |
| 3M | -4.2% | +9.8% | -13.9% | -6.7% |
| 6M | -40.5% | -10.8% | -29.6% | -38.2% |
| YTD | -40.5% | -10.8% | -29.7% | -38.9% |
| 1Y | -53.0% | -19.0% | -34.0% | -50.1% |
| 3Y | -59.1% | -39.7% | -19.4% | -52.4% |
| All | -6.1% | -43.1% | +37.0% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling