-7.2%
CELH vs CF
+120.6%
-127.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.7% | +6.4% | +7.0% |
| 7D | +10.4% | -3.2% | +13.6% | +10.8% |
| 30D | +19.5% | +4.3% | +15.1% | +18.8% |
| 3M | +35.3% | +2.8% | +32.5% | +34.3% |
| 6M | -2.0% | +0.6% | -2.6% | -2.8% |
| YTD | -29.7% | +56.6% | -86.3% | -37.9% |
| 1Y | -28.6% | +49.6% | -78.2% | -36.3% |
| 3Y | -45.5% | +61.5% | -106.9% | -53.8% |
| All | -7.2% | +120.6% | -127.8% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling