-12.6%
CELH vs CCI
-50.8%
+38.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -1.9% | -2.8% |
| 7D | -15.8% | -4.4% | -11.4% | -13.9% |
| 30D | -5.2% | +0.3% | -5.5% | -5.2% |
| 3M | -6.1% | -20.0% | +13.8% | +3.8% |
| 6M | -40.9% | -14.5% | -26.3% | -37.0% |
| YTD | -41.8% | -14.9% | -26.9% | -38.4% |
| 1Y | -52.6% | -17.7% | -35.0% | -48.9% |
| 3Y | -60.4% | -12.4% | -48.0% | -60.8% |
| 5Y | -12.6% | -50.1% | +37.5% | +39.4% |
| All | -12.6% | -50.8% | +38.1% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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