+107.3%
CELH vs CAH
+641.2%
-533.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.4% |
| 7D | -11.7% | -2.2% | -9.4% | -11.1% |
| 30D | +1.6% | +1.2% | +0.4% | +1.3% |
| 3M | -2.0% | +13.1% | -15.0% | -5.5% |
| 6M | -36.2% | +8.5% | -44.7% | -37.9% |
| YTD | -39.6% | +17.6% | -57.2% | -42.8% |
| 1Y | -50.7% | +60.7% | -111.3% | -57.7% |
| 3Y | -58.9% | +183.2% | -242.0% | -70.7% |
| 5Y | -5.4% | +402.2% | -407.6% | -43.5% |
| 10Y | +3,848.6% | +302.3% | +3,546.2% | +2,244.2% |
| All | +107.3% | +641.2% | -533.9% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling