+107.3%
CELH vs CAG
+48.1%
+59.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.5% | -6.2% |
| 7D | -11.7% | -6.6% | -5.1% | -9.6% |
| 30D | +1.6% | +2.3% | -0.7% | +0.9% |
| 3M | -2.0% | +16.3% | -18.3% | -6.6% |
| 6M | -36.2% | -16.0% | -20.1% | -32.6% |
| YTD | -39.6% | -7.7% | -31.9% | -38.5% |
| 1Y | -50.7% | -16.0% | -34.6% | -48.3% |
| 3Y | -58.9% | -37.7% | -21.2% | -52.8% |
| 5Y | -5.4% | -41.2% | +35.8% | +9.4% |
| 10Y | +3,848.6% | -33.8% | +3,882.4% | +3,881.9% |
| All | +107.3% | +48.1% | +59.2% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling