-48.4%
CELH vs CBRE
-6.2%
-42.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.6% | +1.3% |
| 7D | +9.9% | +14.1% | -4.2% | +5.6% |
| 30D | +11.7% | +9.0% | +2.7% | +8.5% |
| 3M | +4.1% | -6.6% | +10.7% | +6.0% |
| 6M | -8.4% | +0.8% | -9.2% | -7.4% |
| YTD | -32.8% | -12.2% | -20.5% | -30.5% |
| 1Y | -48.4% | -6.8% | -41.6% | -48.6% |
| All | -48.4% | -6.2% | -42.2% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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