+3,733.8%
CELH vs CASY
+453.5%
+3,280.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.2% | +2.9% |
| 7D | -11.2% | -18.6% | +7.4% | -4.3% |
| 30D | -1.4% | -26.6% | +25.2% | +10.3% |
| 3M | -4.2% | -32.8% | +28.6% | +10.3% |
| 6M | -40.5% | -10.0% | -30.4% | -40.0% |
| YTD | -40.5% | +11.6% | -52.1% | -45.1% |
| 1Y | -53.0% | +11.5% | -64.5% | -56.8% |
| 3Y | -59.1% | +160.7% | -219.7% | -75.6% |
| 5Y | -10.7% | +232.4% | -243.1% | -52.4% |
| All | +3,733.8% | +453.5% | +3,280.3% | +1,624.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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