+14.8%
CELH vs CFG
+61.9%
-47.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.2% |
| 7D | +6.2% | +1.6% | +4.5% | +5.6% |
| 30D | +14.2% | +3.3% | +10.9% | +12.8% |
| 3M | +15.5% | -11.5% | +27.0% | +20.3% |
| 6M | +7.7% | +6.2% | +1.5% | +4.9% |
| YTD | -30.3% | +14.3% | -44.5% | -34.3% |
| 1Y | -29.0% | +26.7% | -55.7% | -35.6% |
| 3Y | -44.5% | +187.8% | -232.3% | -65.0% |
| 5Y | +14.8% | +61.3% | -46.5% | -0.5% |
| All | +14.8% | +61.9% | -47.1% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling