+4,242.0%
CELH vs CL
+88.0%
+4,153.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.7% |
| 7D | +0.8% | +3.2% | -2.4% | -0.9% |
| 30D | +19.3% | +8.0% | +11.3% | +14.2% |
| 3M | +12.6% | +7.9% | +4.8% | +7.9% |
| 6M | +16.4% | +14.7% | +1.6% | +7.8% |
| YTD | -29.1% | +29.2% | -58.3% | -38.6% |
| 1Y | -26.3% | +29.5% | -55.9% | -36.4% |
| 3Y | -40.1% | +40.7% | -80.8% | -52.3% |
| 5Y | +16.7% | +43.9% | -27.2% | -9.4% |
| All | +4,242.0% | +88.0% | +4,153.9% | +2,881.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling