+3,650.7%
CELH vs CB
+225.2%
+3,425.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | -15.8% | -2.8% | -13.0% | -14.6% |
| 30D | -5.2% | -2.4% | -2.8% | -4.0% |
| 3M | -6.1% | +2.8% | -8.9% | -7.9% |
| 6M | -40.9% | +4.8% | -45.6% | -42.7% |
| YTD | -41.8% | +9.2% | -50.9% | -44.9% |
| 1Y | -52.6% | +22.8% | -75.4% | -58.0% |
| 3Y | -60.4% | +71.1% | -131.5% | -71.7% |
| 5Y | -12.6% | +101.0% | -113.6% | -43.0% |
| All | +3,650.7% | +225.2% | +3,425.5% | +1,819.0% |
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