-59.9%
CELH vs CBRE
+61.2%
-121.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.4% | -3.3% |
| 7D | -15.8% | -7.2% | -8.5% | -13.6% |
| 30D | -5.2% | -6.4% | +1.2% | -3.0% |
| 3M | -6.1% | +2.9% | -9.1% | -6.3% |
| 6M | -40.9% | +2.5% | -43.4% | -41.1% |
| YTD | -41.8% | -14.2% | -27.6% | -39.2% |
| 1Y | -52.6% | -15.1% | -37.5% | -50.5% |
| All | -59.9% | +61.2% | -121.1% | -68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling