-45.5%
CELH vs CF
+57.7%
-103.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.7% | +6.4% | +7.1% |
| 7D | +10.4% | -3.2% | +13.6% | +10.2% |
| 30D | +19.5% | +4.3% | +15.1% | +20.0% |
| 3M | +35.3% | +2.8% | +32.5% | +35.8% |
| 6M | -2.0% | +0.6% | -2.6% | -1.4% |
| YTD | -29.7% | +56.6% | -86.3% | -32.2% |
| 1Y | -28.6% | +49.6% | -78.2% | -30.8% |
| 3Y | -45.5% | +61.5% | -106.9% | -50.3% |
| All | -45.5% | +57.7% | -103.2% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling