-48.4%
CELH vs CG
-14.1%
-34.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -2.0% | +1.2% |
| 7D | +9.9% | +9.4% | +0.5% | +7.0% |
| 30D | +11.7% | +8.7% | +3.0% | +8.8% |
| 3M | +4.1% | -15.0% | +19.1% | +8.7% |
| 6M | -8.4% | -13.2% | +4.8% | -4.5% |
| YTD | -32.8% | -26.2% | -6.6% | -30.6% |
| 1Y | -48.4% | -14.1% | -34.3% | -53.7% |
| All | -48.4% | -14.1% | -34.3% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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