+107.3%
CELH vs CHD
+1,003.5%
-896.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.1% | -6.1% |
| 7D | -11.7% | -4.2% | -7.5% | -10.6% |
| 30D | +1.6% | -7.6% | +9.2% | +3.9% |
| 3M | -2.0% | -1.6% | -0.4% | -1.5% |
| 6M | -36.2% | -6.3% | -29.9% | -35.1% |
| YTD | -39.6% | +14.6% | -54.2% | -42.0% |
| 1Y | -50.7% | +1.6% | -52.3% | -51.1% |
| 3Y | -58.9% | +3.1% | -62.0% | -59.8% |
| 5Y | -5.4% | +21.1% | -26.5% | -12.8% |
| 10Y | +3,848.6% | +128.6% | +3,720.0% | +2,884.2% |
| All | +107.3% | +1,003.5% | -896.2% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling