-55.5%
CELH vs CASY
+207.5%
-263.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.0% | -0.6% | -3.2% |
| 7D | -3.8% | -4.4% | +0.6% | -3.2% |
| 30D | +6.4% | -12.0% | +18.5% | +8.3% |
| 3M | +5.6% | -2.3% | +7.9% | +5.2% |
| 6M | -31.1% | +10.5% | -41.7% | -33.5% |
| YTD | -35.4% | +33.0% | -68.4% | -39.7% |
| 1Y | -46.9% | +41.1% | -88.0% | -50.9% |
| All | -55.5% | +207.5% | -263.0% | -67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling