-36.2%
CELH vs CAG
-17.4%
-18.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.5% | -6.0% |
| 7D | -11.7% | -6.6% | -5.1% | -8.6% |
| 30D | +1.6% | +2.3% | -0.7% | +1.0% |
| 3M | -2.0% | +16.3% | -18.3% | -5.6% |
| 6M | -36.2% | -16.0% | -20.1% | -36.3% |
| All | -36.2% | -17.4% | -18.8% | -36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling