+146.0%
CELH vs CF
+2,959.5%
-2,813.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.7% |
| 7D | +9.4% | +4.8% | +4.7% | +8.2% |
| 30D | +14.8% | +9.7% | +5.1% | +12.2% |
| 3M | +20.5% | +1.2% | +19.3% | +19.4% |
| 6M | +1.6% | +7.4% | -5.8% | -1.5% |
| YTD | -28.3% | +60.5% | -88.8% | -38.2% |
| 1Y | -26.4% | +50.7% | -77.1% | -35.6% |
| 3Y | -43.0% | +64.8% | -107.8% | -52.3% |
| 5Y | +4.8% | +115.8% | -111.0% | -20.2% |
| 10Y | +4,820.0% | +481.0% | +4,339.0% | +2,713.5% |
| All | +146.0% | +2,959.5% | -2,813.5% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling