+3,733.8%
CELH vs CAH
+294.8%
+3,439.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | -11.2% | -5.1% | -6.1% | -9.9% |
| 30D | -1.4% | +0.2% | -1.6% | -1.5% |
| 3M | -4.2% | +6.3% | -10.4% | -5.8% |
| 6M | -40.5% | +9.4% | -49.9% | -42.1% |
| YTD | -40.5% | +15.0% | -55.4% | -43.2% |
| 1Y | -53.0% | +55.4% | -108.5% | -59.2% |
| 3Y | -59.1% | +173.8% | -232.9% | -70.5% |
| 5Y | -10.7% | +395.2% | -405.9% | -46.6% |
| All | +3,733.8% | +294.8% | +3,439.0% | +2,115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling