-6.1%
CELH vs CBOE
+136.7%
-142.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.5% | +2.8% |
| 7D | -11.2% | -5.8% | -5.4% | -9.7% |
| 30D | -1.4% | -3.1% | +1.7% | -0.7% |
| 3M | -4.2% | -4.8% | +0.6% | -3.5% |
| 6M | -40.5% | -0.6% | -39.9% | -42.3% |
| YTD | -40.5% | +12.8% | -53.3% | -46.0% |
| 1Y | -53.0% | +19.8% | -72.8% | -58.9% |
| 3Y | -59.1% | +86.9% | -146.0% | -76.1% |
| All | -6.1% | +136.7% | -142.7% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling