-43.0%
CELH vs CL
+39.6%
-82.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +9.4% | +2.6% | +6.8% | +8.4% |
| 30D | +14.8% | +11.8% | +3.0% | +10.1% |
| 3M | +20.5% | +5.9% | +14.6% | +17.8% |
| 6M | +1.6% | +13.3% | -11.7% | -2.7% |
| YTD | -28.3% | +27.1% | -55.4% | -32.9% |
| 1Y | -26.4% | +28.0% | -54.4% | -31.3% |
| 3Y | -43.0% | +39.4% | -82.3% | -47.1% |
| All | -43.0% | +39.6% | -82.6% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling