-40.9%
CELH vs CARR
-1.7%
-39.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -3.5% |
| 7D | -15.8% | -4.1% | -11.6% | -15.6% |
| 30D | -5.2% | -11.0% | +5.8% | -4.8% |
| 3M | -6.1% | -16.4% | +10.2% | -6.6% |
| 6M | -40.9% | -2.4% | -38.5% | -44.2% |
| All | -40.9% | -1.7% | -39.2% | -44.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling