+4,553.5%
CELH vs CB
+248.4%
+4,305.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +7.4% | -1.0% | +8.5% | +7.9% |
| 30D | +16.4% | +7.3% | +9.1% | +12.2% |
| 3M | +17.6% | +7.0% | +10.6% | +13.5% |
| 6M | +7.8% | +16.3% | -8.5% | -0.9% |
| YTD | -27.8% | +19.7% | -47.5% | -34.9% |
| 1Y | -24.4% | +27.8% | -52.2% | -34.2% |
| 3Y | -42.5% | +72.0% | -114.5% | -58.9% |
| 5Y | +1.4% | +104.9% | -103.4% | -34.4% |
| 10Y | +4,553.5% | +246.7% | +4,306.8% | +2,282.0% |
| All | +4,553.5% | +248.4% | +4,305.1% | +2,282.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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