-59.1%
CELH vs CHD
+0.7%
-59.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | -11.2% | -4.5% | -6.8% | -10.4% |
| 30D | -1.4% | -6.7% | +5.3% | -0.2% |
| 3M | -4.2% | -2.7% | -1.4% | -3.5% |
| 6M | -40.5% | -4.9% | -35.5% | -39.9% |
| YTD | -40.5% | +13.3% | -53.8% | -41.1% |
| 1Y | -53.0% | +1.0% | -54.0% | -52.7% |
| 3Y | -59.1% | +1.3% | -60.4% | -59.9% |
| All | -59.1% | +0.7% | -59.7% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 3y: compounded portfolio wealth divided by compounded CHD 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…
3y analysis · Full analysis span regression · 6 months rolling