-46.9%
CELH vs CF
+60.9%
-107.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.5% |
| 7D | -3.8% | -0.9% | -2.8% | -3.9% |
| 30D | +6.4% | +18.1% | -11.6% | +9.6% |
| 3M | +5.6% | +23.4% | -17.8% | +9.4% |
| 6M | -31.1% | +17.1% | -48.2% | -30.0% |
| YTD | -35.4% | +76.2% | -111.6% | -43.7% |
| 1Y | -46.9% | +62.3% | -109.1% | -50.6% |
| All | -46.9% | +60.9% | -107.8% | -50.6% |
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