+3,848.6%
CELH vs CF
+599.7%
+3,248.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.8% | -9.3% | -7.1% |
| 7D | -11.7% | -0.8% | -10.8% | -11.6% |
| 30D | +1.6% | +14.3% | -12.7% | -1.4% |
| 3M | -2.0% | +27.9% | -29.8% | -7.5% |
| 6M | -36.2% | +25.5% | -61.7% | -40.9% |
| YTD | -39.6% | +81.2% | -120.8% | -49.5% |
| 1Y | -50.7% | +66.5% | -117.2% | -57.8% |
| 3Y | -58.9% | +76.7% | -135.5% | -66.4% |
| 5Y | -5.4% | +237.8% | -243.2% | -38.0% |
| 10Y | +3,848.6% | +619.9% | +3,228.7% | +2,050.3% |
| All | +3,848.6% | +599.7% | +3,248.9% | +2,050.3% |
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