+40.6%
CELH vs CAPR
-99.1%
+139.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.0% |
| 7D | -7.0% | -2.0% | -5.1% | -7.0% |
| 30D | +5.2% | +139.2% | -134.0% | +5.6% |
| 3M | +10.5% | -66.4% | +76.9% | +10.4% |
| 6M | -32.7% | -63.1% | +30.4% | -32.7% |
| YTD | -33.0% | -67.4% | +34.5% | -33.0% |
| 1Y | -49.5% | +58.2% | -107.8% | -48.9% |
| 3Y | -52.6% | +42.2% | -94.9% | -51.6% |
| 5Y | +5.2% | +87.3% | -82.0% | +7.9% |
| 10Y | +4,178.1% | -75.3% | +4,253.4% | +4,411.0% |
| All | +40.6% | -99.1% | +139.7% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling