-49.5%
CELH vs CFG
+40.4%
-89.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -7.0% | +1.5% | -8.6% | -7.5% |
| 30D | +5.2% | -3.8% | +9.0% | +6.6% |
| 3M | +10.5% | +11.5% | -1.0% | +6.3% |
| 6M | -32.7% | +19.2% | -51.9% | -37.2% |
| YTD | -33.0% | +23.7% | -56.7% | -39.6% |
| 1Y | -49.5% | +38.8% | -88.4% | -58.2% |
| All | -49.5% | +40.4% | -89.9% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling