+3,733.8%
CELH vs CBRE
+407.4%
+3,326.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.4% |
| 7D | -11.2% | -5.0% | -6.3% | -9.2% |
| 30D | -1.4% | -4.7% | +3.2% | +0.7% |
| 3M | -4.2% | +6.5% | -10.7% | -6.3% |
| 6M | -40.5% | +6.1% | -46.5% | -42.1% |
| YTD | -40.5% | -12.6% | -27.9% | -37.8% |
| 1Y | -53.0% | -15.3% | -37.7% | -50.4% |
| 3Y | -59.1% | +64.6% | -123.7% | -69.0% |
| 5Y | -10.7% | +45.0% | -55.7% | -28.6% |
| All | +3,733.8% | +407.4% | +3,326.4% | +2,314.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling