-49.5%
CELH vs CBOE
+29.2%
-78.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -7.0% | -3.6% | -3.4% | -7.5% |
| 30D | +5.2% | +5.1% | +0.1% | +6.2% |
| 3M | +10.5% | +4.6% | +5.9% | +12.2% |
| 6M | -32.7% | -0.3% | -32.5% | -32.8% |
| YTD | -33.0% | +19.8% | -52.7% | -31.2% |
| 1Y | -49.5% | +28.4% | -77.9% | -48.3% |
| All | -49.5% | +29.2% | -78.7% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling