-5.4%
CELH vs CB
+98.0%
-103.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.3% | -6.8% | -6.6% |
| 7D | -11.7% | -0.5% | -11.1% | -11.5% |
| 30D | +1.6% | -3.1% | +4.6% | +2.8% |
| 3M | -2.0% | +4.2% | -6.1% | -4.1% |
| 6M | -36.2% | +4.7% | -40.9% | -37.8% |
| YTD | -39.6% | +8.8% | -48.4% | -42.2% |
| 1Y | -50.7% | +22.6% | -73.3% | -55.6% |
| 3Y | -58.9% | +70.6% | -129.5% | -70.9% |
| 5Y | -5.4% | +99.4% | -104.8% | -37.0% |
| All | -5.4% | +98.0% | -103.4% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling