-49.7%
CELH vs CART
+39.2%
-88.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.1% |
| 7D | +10.8% | +1.5% | +9.3% | +10.4% |
| 30D | +16.1% | +22.4% | -6.3% | +10.4% |
| 3M | +19.5% | +16.5% | +3.0% | +15.0% |
| 6M | +2.8% | +44.9% | -42.1% | -5.8% |
| YTD | -27.4% | +30.0% | -57.4% | -32.5% |
| 1Y | -20.1% | +59.1% | -79.1% | -29.5% |
| 3Y | -42.9% | +138.8% | -181.7% | -57.7% |
| All | -49.7% | +39.2% | -88.9% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling