-58.1%
CELH vs CART
+11.0%
-69.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.8% | -3.7% | -5.8% |
| 7D | -11.7% | -9.5% | -2.2% | -9.6% |
| 30D | +1.6% | -7.8% | +9.3% | +3.6% |
| 3M | -2.0% | +10.4% | -12.4% | -3.8% |
| 6M | -36.2% | +20.1% | -56.2% | -39.1% |
| YTD | -39.6% | +3.7% | -43.3% | -40.5% |
| 1Y | -50.7% | +2.6% | -53.3% | -51.7% |
| All | -58.1% | +11.0% | -69.1% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling