-58.4%
CELH vs CFG
+182.2%
-240.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.2% |
| 7D | -11.7% | -0.6% | -11.1% | -11.5% |
| 30D | +1.6% | -4.5% | +6.1% | +3.0% |
| 3M | -2.0% | +6.3% | -8.3% | -3.8% |
| 6M | -36.2% | +20.6% | -56.8% | -40.0% |
| YTD | -39.6% | +21.2% | -60.8% | -43.5% |
| 1Y | -50.7% | +38.2% | -88.9% | -55.8% |
| All | -58.4% | +182.2% | -240.6% | -72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling