-5.4%
CELH vs CAPR
+76.3%
-81.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.6% | -1.9% | -6.4% |
| 7D | -11.7% | -12.6% | +1.0% | -11.5% |
| 30D | +1.6% | +124.4% | -122.8% | -0.1% |
| 3M | -2.0% | -66.8% | +64.8% | -1.2% |
| 6M | -36.2% | -71.8% | +35.6% | -35.5% |
| YTD | -39.6% | -70.1% | +30.5% | -39.1% |
| 1Y | -50.7% | +33.3% | -84.0% | -54.2% |
| 3Y | -58.9% | +36.7% | -95.6% | -68.1% |
| 5Y | -5.4% | +72.5% | -77.8% | -36.8% |
| All | -5.4% | +76.3% | -81.7% | -36.8% |
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