+4,553.5%
CELH vs CL
+84.6%
+4,468.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +7.4% | -0.8% | +8.2% | +7.8% |
| 30D | +16.4% | +9.5% | +6.8% | +10.5% |
| 3M | +17.6% | +6.8% | +10.9% | +13.3% |
| 6M | +7.8% | +14.3% | -6.4% | +0.1% |
| YTD | -27.8% | +27.0% | -54.8% | -36.8% |
| 1Y | -24.4% | +26.3% | -50.7% | -33.9% |
| 3Y | -42.5% | +39.3% | -81.8% | -54.0% |
| 5Y | +1.4% | +41.5% | -40.1% | -20.5% |
| 10Y | +4,553.5% | +84.1% | +4,469.4% | +3,127.7% |
| All | +4,553.5% | +84.6% | +4,468.9% | +3,127.7% |
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