+3,650.7%
CELH vs CI
+144.3%
+3,506.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.6% | -3.9% |
| 7D | -15.8% | -1.3% | -14.4% | -15.5% |
| 30D | -5.2% | +3.1% | -8.3% | -6.0% |
| 3M | -6.1% | -4.5% | -1.6% | -5.3% |
| 6M | -40.9% | +8.3% | -49.1% | -42.7% |
| YTD | -41.8% | +3.8% | -45.6% | -43.1% |
| 1Y | -52.6% | -5.0% | -47.6% | -52.9% |
| 3Y | -60.4% | +5.8% | -66.2% | -62.9% |
| 5Y | -12.6% | +50.6% | -63.2% | -26.8% |
| All | +3,650.7% | +144.3% | +3,506.4% | +2,780.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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