-12.6%
CELH vs CBRE
+39.8%
-52.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.4% | -3.0% |
| 7D | -15.8% | -7.2% | -8.5% | -12.0% |
| 30D | -5.2% | -6.4% | +1.2% | -1.5% |
| 3M | -6.1% | +2.9% | -9.1% | -7.2% |
| 6M | -40.9% | +2.5% | -43.4% | -42.0% |
| YTD | -41.8% | -14.2% | -27.6% | -37.7% |
| 1Y | -52.6% | -15.1% | -37.5% | -49.2% |
| 3Y | -60.4% | +61.9% | -122.3% | -75.3% |
| 5Y | -12.6% | +42.4% | -55.0% | -38.1% |
| All | -12.6% | +39.8% | -52.4% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling