-59.9%
CELH vs CCJ
+164.6%
-224.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.0% | -0.7% | -3.3% |
| 7D | -15.8% | -3.2% | -12.6% | -15.4% |
| 30D | -5.2% | -1.3% | -3.9% | -5.1% |
| 3M | -6.1% | +2.5% | -8.6% | -6.6% |
| 6M | -40.9% | -18.9% | -22.0% | -39.8% |
| YTD | -41.8% | +6.5% | -48.3% | -43.1% |
| 1Y | -52.6% | +22.8% | -75.5% | -54.4% |
| All | -59.9% | +164.6% | -224.5% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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