-53.0%
CELH vs CAPR
+37.0%
-90.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.2% |
| 7D | -11.2% | -11.0% | -0.3% | -11.1% |
| 30D | -1.4% | +99.8% | -101.2% | -2.0% |
| 3M | -4.2% | -66.6% | +62.4% | -3.8% |
| 6M | -40.5% | -75.1% | +34.6% | -40.1% |
| YTD | -40.5% | -71.0% | +30.5% | -40.2% |
| 1Y | -53.0% | +30.0% | -83.0% | -54.7% |
| All | -53.0% | +37.0% | -90.0% | -54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling