+46.3%
CELH vs CAPR
-99.0%
+145.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.7% | +5.3% | -3.5% |
| 7D | +6.2% | +19.1% | -12.9% | +6.2% |
| 30D | +14.2% | +48.8% | -34.7% | +14.4% |
| 3M | +15.5% | +144.4% | -128.9% | +16.0% |
| 6M | +7.7% | -67.5% | +75.2% | +7.6% |
| YTD | -30.3% | -64.5% | +34.2% | -30.3% |
| 1Y | -29.0% | +74.4% | -103.4% | -28.1% |
| 3Y | -44.5% | +265.7% | -310.3% | -43.0% |
| 5Y | +14.8% | +196.0% | -181.2% | +18.4% |
| 10Y | +4,391.5% | -62.4% | +4,453.9% | +4,704.1% |
| All | +46.3% | -99.0% | +145.3% | +99.4% |
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