-56.0%
CELH vs CL
+28.9%
-84.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -3.8% | -1.4% | -2.4% | -3.3% |
| 30D | +6.4% | -5.2% | +11.7% | +8.3% |
| 3M | +5.6% | +3.3% | +2.3% | +4.8% |
| 6M | -31.1% | -4.4% | -26.8% | -30.4% |
| YTD | -35.4% | +13.9% | -49.3% | -36.9% |
| 1Y | -46.9% | +7.6% | -54.5% | -47.3% |
| 3Y | -56.0% | +29.6% | -85.6% | -59.1% |
| All | -56.0% | +28.9% | -84.9% | -59.1% |
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