-12.6%
CELH vs CG
+2.7%
-15.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -2.4% |
| 7D | -15.8% | -9.8% | -6.0% | -10.9% |
| 30D | -5.2% | -10.3% | +5.1% | +0.4% |
| 3M | -6.1% | -1.7% | -4.5% | -5.8% |
| 6M | -40.9% | -9.8% | -31.1% | -38.4% |
| YTD | -41.8% | -25.6% | -16.2% | -33.5% |
| 1Y | -52.6% | -32.5% | -20.1% | -43.3% |
| 3Y | -60.4% | +45.6% | -106.0% | -74.6% |
| 5Y | -12.6% | +3.7% | -16.3% | -23.1% |
| All | -12.6% | +2.7% | -15.4% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling