-5.4%
CELH vs CI
+43.3%
-48.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.8% | -7.3% | -6.7% |
| 7D | -11.7% | -1.1% | -10.6% | -11.4% |
| 30D | +1.6% | +0.5% | +1.1% | +1.4% |
| 3M | -2.0% | -5.2% | +3.2% | -0.9% |
| 6M | -36.2% | +4.3% | -40.5% | -37.6% |
| YTD | -39.6% | +2.8% | -42.4% | -40.8% |
| 1Y | -50.7% | -5.8% | -44.9% | -50.7% |
| 3Y | -58.9% | +4.7% | -63.6% | -62.3% |
| 5Y | -5.4% | +42.7% | -48.1% | -29.4% |
| All | -5.4% | +43.3% | -48.7% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling