-40.1%
CELH vs CART
+135.4%
-175.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +0.8% | +1.3% | -0.5% | +0.5% |
| 30D | +19.3% | +19.2% | +0.2% | +14.4% |
| 3M | +12.6% | +17.6% | -4.9% | +8.3% |
| 6M | +16.4% | +47.4% | -31.0% | +6.6% |
| YTD | -29.1% | +30.9% | -60.0% | -33.9% |
| 1Y | -26.3% | +46.0% | -72.3% | -33.3% |
| 3Y | -40.1% | +130.3% | -170.4% | -55.5% |
| All | -40.1% | +135.4% | -175.5% | -55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling