+139.2%
CELH vs CI
+668.3%
-529.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.1% |
| 7D | +6.2% | -1.7% | +7.9% | +6.5% |
| 30D | +14.2% | +4.9% | +9.3% | +12.8% |
| 3M | +15.5% | +7.4% | +8.1% | +13.4% |
| 6M | +7.7% | +0.4% | +7.3% | +6.9% |
| YTD | -30.3% | +9.5% | -39.7% | -32.5% |
| 1Y | -29.0% | +12.0% | -41.0% | -31.6% |
| 3Y | -44.5% | +7.1% | -51.6% | -47.3% |
| 5Y | +14.8% | +49.3% | -34.5% | +1.2% |
| 10Y | +4,391.5% | +146.6% | +4,244.9% | +3,385.2% |
| All | +139.2% | +668.3% | -529.1% | +74.5% |
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