+130.0%
CELH vs CI
+628.6%
-498.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.7% |
| 7D | -7.0% | +1.3% | -8.3% | -7.3% |
| 30D | +5.2% | +4.4% | +0.7% | +4.1% |
| 3M | +10.5% | +0.7% | +9.8% | +10.0% |
| 6M | -32.7% | +0.3% | -33.1% | -33.2% |
| YTD | -33.0% | +3.8% | -36.8% | -34.2% |
| 1Y | -49.5% | -5.5% | -44.0% | -49.7% |
| 3Y | -52.6% | +8.1% | -60.8% | -55.1% |
| 5Y | +5.2% | +42.8% | -37.6% | -6.3% |
| 10Y | +4,178.1% | +143.9% | +4,034.3% | +3,234.5% |
| All | +130.0% | +628.6% | -498.6% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling