+143.1%
CELH vs CI
+670.2%
-527.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.6% |
| 7D | +0.8% | +1.2% | -0.4% | +0.5% |
| 30D | +19.3% | +2.6% | +16.8% | +18.5% |
| 3M | +12.6% | +7.4% | +5.2% | +10.6% |
| 6M | +16.4% | -0.1% | +16.5% | +15.7% |
| YTD | -29.1% | +9.7% | -38.9% | -31.4% |
| 1Y | -26.3% | +12.1% | -38.5% | -29.1% |
| 3Y | -40.1% | +7.0% | -47.1% | -43.0% |
| 5Y | +16.7% | +49.7% | -33.0% | +2.8% |
| 10Y | +4,466.2% | +147.2% | +4,319.0% | +3,441.2% |
| All | +143.1% | +670.2% | -527.0% | +77.3% |
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