-48.4%
CELH vs CF
+35.9%
-84.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +1.7% |
| 7D | +9.9% | -6.9% | +16.8% | +8.5% |
| 30D | +11.7% | -3.7% | +15.5% | +11.1% |
| 3M | +4.1% | -5.0% | +9.1% | +3.5% |
| 6M | -8.4% | -10.5% | +2.1% | -9.0% |
| YTD | -32.8% | +46.5% | -79.3% | -49.2% |
| 1Y | -48.4% | +34.8% | -83.2% | -53.2% |
| All | -48.4% | +35.9% | -84.3% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling