+121.7%
CELH vs CCJ
+222.9%
-101.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -3.9% |
| 7D | -3.8% | +5.9% | -9.7% | -5.2% |
| 30D | +6.4% | +4.7% | +1.7% | +5.1% |
| 3M | +5.6% | -3.3% | +8.9% | +5.9% |
| 6M | -31.1% | -7.0% | -24.1% | -31.1% |
| YTD | -35.4% | +11.5% | -46.8% | -38.9% |
| 1Y | -46.9% | +32.3% | -79.1% | -52.6% |
| 3Y | -56.0% | +176.8% | -232.9% | -69.8% |
| 5Y | +1.2% | +351.8% | -350.6% | -40.9% |
| 10Y | +4,043.9% | +1,080.5% | +2,963.4% | +1,608.9% |
| All | +121.7% | +222.9% | -101.2% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling