-55.2%
CELH vs CF
+77.0%
-132.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -3.2% |
| 7D | -7.0% | +6.0% | -13.0% | -6.7% |
| 30D | +5.2% | +14.8% | -9.7% | +6.0% |
| 3M | +10.5% | +14.1% | -3.6% | +11.3% |
| 6M | -32.7% | +28.5% | -61.2% | -33.2% |
| YTD | -33.0% | +74.9% | -107.9% | -36.0% |
| 1Y | -49.5% | +61.7% | -111.2% | -51.3% |
| All | -55.2% | +77.0% | -132.2% | -58.8% |
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