+3,983.0%
CELH vs CBOE
+978.8%
+3,004.2%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.5% | +2.7% |
| 7D | -11.2% | -5.8% | -5.4% | -10.1% |
| 30D | -1.4% | -3.1% | +1.7% | -0.9% |
| 3M | -4.2% | -4.8% | +0.6% | -3.9% |
| 6M | -40.5% | -0.6% | -39.9% | -41.3% |
| YTD | -40.5% | +12.8% | -53.3% | -43.3% |
| 1Y | -53.0% | +19.8% | -72.8% | -56.0% |
| 3Y | -59.1% | +86.9% | -146.0% | -66.5% |
| 5Y | -10.7% | +136.5% | -147.2% | -31.4% |
| 10Y | +3,788.6% | +368.4% | +3,420.1% | +2,691.3% |
| All | +3,983.0% | +978.8% | +3,004.2% | +2,391.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling