+3,733.8%
CELH vs CHRW
+183.1%
+3,550.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -11.2% | +3.5% | -14.7% | -12.1% |
| 30D | -1.4% | +4.6% | -6.0% | -2.8% |
| 3M | -4.2% | -19.7% | +15.6% | +1.0% |
| 6M | -40.5% | -12.4% | -28.1% | -39.4% |
| YTD | -40.5% | -3.9% | -36.6% | -41.8% |
| 1Y | -53.0% | +18.4% | -71.4% | -57.3% |
| 3Y | -59.1% | +88.8% | -147.9% | -69.4% |
| 5Y | -10.7% | +93.5% | -104.2% | -34.6% |
| All | +3,733.8% | +183.1% | +3,550.7% | +2,221.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling