+143.1%
CELH vs CB
+845.6%
-702.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | +0.8% | +2.9% | -2.1% | -0.4% |
| 30D | +19.3% | +7.3% | +12.0% | +15.8% |
| 3M | +12.6% | +9.4% | +3.2% | +8.4% |
| 6M | +16.4% | +19.6% | -3.3% | +7.4% |
| YTD | -29.1% | +21.5% | -50.6% | -35.2% |
| 1Y | -26.3% | +28.0% | -54.3% | -34.2% |
| 3Y | -40.1% | +74.9% | -115.0% | -54.1% |
| 5Y | +16.7% | +108.1% | -91.5% | -16.8% |
| 10Y | +4,466.2% | +251.8% | +4,214.4% | +2,494.9% |
| All | +143.1% | +845.6% | -702.5% | +22.4% |
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