+4,242.0%
CELH vs CFG
+216.2%
+4,025.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.0% | +1.5% |
| 7D | +0.8% | +3.2% | -2.4% | -0.2% |
| 30D | +19.3% | +5.1% | +14.2% | +17.3% |
| 3M | +12.6% | -11.2% | +23.9% | +16.9% |
| 6M | +16.4% | +9.6% | +6.8% | +12.4% |
| YTD | -29.1% | +15.0% | -44.1% | -33.0% |
| 1Y | -26.3% | +29.9% | -56.2% | -33.1% |
| 3Y | -40.1% | +192.1% | -232.2% | -59.9% |
| 5Y | +16.7% | +62.3% | -45.6% | -5.9% |
| All | +4,242.0% | +216.2% | +4,025.8% | +3,356.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling