+15,758.6%
CELH vs CFG
+396.4%
+15,362.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -7.0% | +1.5% | -8.6% | -7.4% |
| 30D | +5.2% | -3.8% | +9.0% | +6.4% |
| 3M | +10.5% | +11.5% | -1.0% | +7.0% |
| 6M | -32.7% | +19.2% | -51.9% | -36.3% |
| YTD | -33.0% | +23.7% | -56.7% | -37.4% |
| 1Y | -49.5% | +38.8% | -88.4% | -54.5% |
| 3Y | -52.6% | +178.9% | -231.5% | -66.0% |
| 5Y | +5.2% | +101.8% | -96.6% | -17.8% |
| 10Y | +4,178.1% | +317.3% | +3,860.9% | +2,814.3% |
| All | +15,758.6% | +396.4% | +15,362.3% | +11,402.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling