+130.0%
CELH vs CASY
+3,487.6%
-3,357.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | +5.2% | -11.3% | +16.5% | +8.1% |
| 3M | +10.5% | -0.6% | +11.1% | +9.7% |
| 6M | -32.7% | +10.7% | -43.4% | -35.1% |
| YTD | -33.0% | +37.1% | -70.1% | -38.6% |
| 1Y | -49.5% | +52.3% | -101.8% | -55.0% |
| 3Y | -52.6% | +215.2% | -267.8% | -65.2% |
| 5Y | +5.2% | +276.5% | -271.3% | -25.7% |
| 10Y | +4,178.1% | +508.4% | +3,669.8% | +2,677.7% |
| All | +130.0% | +3,487.6% | -3,357.7% | +51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling