+3,733.8%
CELH vs CAPR
-78.4%
+3,812.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.2% |
| 7D | -11.2% | -11.0% | -0.3% | -11.0% |
| 30D | -1.4% | +99.8% | -101.2% | -3.4% |
| 3M | -4.2% | -66.6% | +62.4% | -3.4% |
| 6M | -40.5% | -75.1% | +34.6% | -39.6% |
| YTD | -40.5% | -71.0% | +30.5% | -39.9% |
| 1Y | -53.0% | +30.0% | -83.0% | -57.0% |
| 3Y | -59.1% | +29.0% | -88.0% | -64.6% |
| 5Y | -10.7% | +70.8% | -81.5% | -25.0% |
| All | +3,733.8% | -78.4% | +3,812.2% | +3,261.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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