+27,612.4%
CELH vs CG
+341.4%
+27,271.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -2.8% |
| 7D | -3.8% | -1.3% | -2.5% | -3.3% |
| 30D | +6.4% | -3.2% | +9.6% | +7.7% |
| 3M | +5.6% | +6.2% | -0.6% | +2.7% |
| 6M | -31.1% | -4.7% | -26.5% | -30.5% |
| YTD | -35.4% | -20.6% | -14.8% | -30.5% |
| 1Y | -46.9% | -26.4% | -20.5% | -41.6% |
| 3Y | -56.0% | +55.4% | -111.4% | -65.8% |
| 5Y | +1.2% | +9.8% | -8.6% | -10.6% |
| 10Y | +4,043.9% | +341.4% | +3,702.6% | +2,849.3% |
| All | +27,612.4% | +341.4% | +27,271.0% | +16,438.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling