+4,878.5%
CELH vs CF
+546.3%
+4,332.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | +10.8% | -0.9% | +11.7% | +10.9% |
| 30D | +16.1% | +6.9% | +9.2% | +14.3% |
| 3M | +19.5% | +4.8% | +14.7% | +17.5% |
| 6M | +2.8% | +4.7% | -1.9% | +0.3% |
| YTD | -27.4% | +56.5% | -83.9% | -37.7% |
| 1Y | -20.1% | +48.4% | -68.5% | -30.5% |
| 3Y | -42.9% | +59.1% | -102.0% | -52.6% |
| 5Y | -1.9% | +109.5% | -111.4% | -27.7% |
| 10Y | +4,878.5% | +487.0% | +4,391.5% | +3,044.0% |
| All | +4,878.5% | +546.3% | +4,332.2% | +3,044.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling