-50.9%
CELH vs CART
+40.2%
-91.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.2% |
| 3M | +12.6% | +17.6% | -4.9% | +8.2% |
| 6M | +16.4% | +47.4% | -31.0% | +6.2% |
| YTD | -29.1% | +30.9% | -60.0% | -34.2% |
| 1Y | -26.3% | +46.0% | -72.3% | -33.5% |
| 3Y | -40.1% | +130.3% | -170.4% | -55.2% |
| All | -50.9% | +40.2% | -91.0% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling