+14.8%
CELH vs CAPR
+192.6%
-177.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.7% | +5.3% | -3.3% |
| 7D | +6.2% | +19.1% | -12.9% | +5.8% |
| 30D | +14.2% | +48.8% | -34.7% | +13.3% |
| 3M | +15.5% | +144.4% | -128.9% | +13.3% |
| 6M | +7.7% | -67.5% | +75.2% | +8.4% |
| YTD | -30.3% | -64.5% | +34.2% | -30.1% |
| 1Y | -29.0% | +74.4% | -103.4% | -34.3% |
| 3Y | -44.5% | +265.7% | -310.3% | -61.6% |
| 5Y | +14.8% | +196.0% | -181.2% | -28.8% |
| All | +14.8% | +192.6% | -177.8% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling