-9.3%
CELH vs CHRW
+91.5%
-100.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.7% | -6.5% |
| 7D | -11.7% | +4.1% | -15.7% | -12.5% |
| 30D | +1.6% | +1.9% | -0.3% | +1.0% |
| 3M | -2.0% | -21.2% | +19.2% | +2.6% |
| 6M | -36.2% | -16.7% | -19.5% | -34.6% |
| YTD | -39.6% | -5.4% | -34.2% | -40.6% |
| 1Y | -50.7% | +21.2% | -71.9% | -54.9% |
| 3Y | -58.9% | +86.5% | -145.3% | -67.9% |
| All | -9.3% | +91.5% | -100.8% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling