+130.0%
CELH vs CB
+757.1%
-627.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.2% |
| 7D | -7.0% | +0.5% | -7.5% | -7.2% |
| 30D | +5.2% | -3.1% | +8.3% | +6.4% |
| 3M | +10.5% | +9.0% | +1.5% | +6.2% |
| 6M | -32.7% | +2.9% | -35.6% | -33.9% |
| YTD | -33.0% | +10.1% | -43.1% | -36.1% |
| 1Y | -49.5% | +22.8% | -72.3% | -54.2% |
| 3Y | -52.6% | +73.8% | -126.4% | -63.7% |
| 5Y | +5.2% | +99.2% | -94.0% | -23.7% |
| 10Y | +4,178.1% | +218.2% | +3,959.9% | +2,434.3% |
| All | +130.0% | +757.1% | -627.1% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling