-49.5%
CELH vs CL
+8.2%
-57.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.5% |
| 7D | -7.0% | -2.2% | -4.9% | -6.3% |
| 30D | +5.2% | -4.8% | +10.0% | +7.1% |
| 3M | +10.5% | +4.9% | +5.6% | +9.5% |
| 6M | -32.7% | -5.7% | -27.0% | -32.7% |
| YTD | -33.0% | +14.4% | -47.3% | -30.7% |
| 1Y | -49.5% | +8.7% | -58.3% | -43.6% |
| All | -49.5% | +8.2% | -57.7% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling