-55.5%
CELH vs CAPR
+43.6%
-99.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.6% | 0.0% | -3.6% |
| 7D | -3.8% | -9.5% | +5.7% | -3.7% |
| 30D | +6.4% | +121.5% | -115.1% | +5.8% |
| 3M | +5.6% | -65.4% | +70.9% | +5.9% |
| 6M | -31.1% | -67.5% | +36.4% | -30.9% |
| YTD | -35.4% | -68.6% | +33.2% | -35.2% |
| 1Y | -46.9% | +42.7% | -89.5% | -48.5% |
| All | -55.5% | +43.6% | -99.1% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling