-52.6%
CELH vs CFG
+37.9%
-90.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.0% | -3.8% |
| 7D | -15.8% | -1.7% | -14.1% | -15.2% |
| 30D | -5.2% | -4.6% | -0.6% | -3.8% |
| 3M | -6.1% | +7.9% | -14.0% | -8.5% |
| 6M | -40.9% | +19.9% | -60.7% | -44.8% |
| YTD | -41.8% | +21.7% | -63.5% | -47.0% |
| 1Y | -52.6% | +38.4% | -91.1% | -59.9% |
| All | -52.6% | +37.9% | -90.5% | -59.9% |
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