-50.7%
CELH vs CL
+7.3%
-58.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.3% |
| 7D | -11.7% | -2.3% | -9.4% | -10.9% |
| 30D | +1.6% | -5.5% | +7.1% | +3.7% |
| 3M | -2.0% | +0.8% | -2.8% | -1.7% |
| 6M | -36.2% | -4.2% | -32.0% | -36.1% |
| YTD | -39.6% | +13.4% | -53.0% | -37.3% |
| 1Y | -50.7% | +7.1% | -57.7% | -42.4% |
| All | -50.7% | +7.3% | -58.0% | -42.4% |
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