+130.0%
CELH vs CBRE
+319.2%
-189.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -7.0% | -2.0% | -5.1% | -6.7% |
| 30D | +5.2% | -2.2% | +7.4% | +5.8% |
| 3M | +10.5% | +12.9% | -2.4% | +8.2% |
| 6M | -32.7% | +4.3% | -37.0% | -33.3% |
| YTD | -33.0% | -8.0% | -24.9% | -32.2% |
| 1Y | -49.5% | -8.6% | -41.0% | -49.0% |
| 3Y | -52.6% | +71.9% | -124.5% | -57.7% |
| 5Y | +5.2% | +50.0% | -44.8% | -3.1% |
| 10Y | +4,178.1% | +390.1% | +3,788.1% | +3,202.2% |
| All | +130.0% | +319.2% | -189.2% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling