-59.1%
CELH vs CARR
+1.4%
-60.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.8% |
| 7D | -11.2% | -3.8% | -7.5% | -10.2% |
| 30D | -1.4% | -8.9% | +7.5% | +1.1% |
| 3M | -4.2% | -17.3% | +13.2% | +0.4% |
| 6M | -40.5% | -1.4% | -39.1% | -41.8% |
| YTD | -40.5% | +10.0% | -50.5% | -44.3% |
| 1Y | -53.0% | -6.4% | -46.7% | -53.5% |
| 3Y | -59.1% | +1.5% | -60.6% | -62.3% |
| All | -59.1% | +1.4% | -60.4% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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