+130.0%
CELH vs CF
+3,234.3%
-3,104.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -2.3% |
| 7D | -7.0% | +6.0% | -13.0% | -8.3% |
| 30D | +5.2% | +14.8% | -9.7% | +1.7% |
| 3M | +10.5% | +14.1% | -3.6% | +6.6% |
| 6M | -32.7% | +28.5% | -61.2% | -38.2% |
| YTD | -33.0% | +74.9% | -107.9% | -43.1% |
| 1Y | -49.5% | +61.7% | -111.2% | -56.3% |
| 3Y | -52.6% | +80.3% | -133.0% | -61.0% |
| 5Y | +5.2% | +226.0% | -220.8% | -27.1% |
| 10Y | +4,178.1% | +569.9% | +3,608.3% | +2,273.4% |
| All | +130.0% | +3,234.3% | -3,104.3% | -54.1% |
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