+121.7%
CELH vs CBRE
+303.3%
-181.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.8% | +0.2% | -2.9% |
| 7D | -3.8% | -1.5% | -2.3% | -3.5% |
| 30D | +6.4% | -4.0% | +10.4% | +7.3% |
| 3M | +5.6% | +8.0% | -2.4% | +4.3% |
| 6M | -31.1% | +4.0% | -35.1% | -31.7% |
| YTD | -35.4% | -11.5% | -23.8% | -34.2% |
| 1Y | -46.9% | -13.0% | -33.9% | -45.8% |
| 3Y | -56.0% | +66.9% | -122.9% | -60.5% |
| 5Y | +1.2% | +45.0% | -43.8% | -6.2% |
| 10Y | +4,043.9% | +385.0% | +3,658.9% | +3,111.1% |
| All | +121.7% | +303.3% | -181.6% | +56.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling