+4.8%
CELH vs CL
+41.7%
-36.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +9.4% | +2.6% | +6.8% | +8.2% |
| 30D | +14.8% | +11.8% | +3.0% | +9.4% |
| 3M | +20.5% | +5.9% | +14.6% | +17.5% |
| 6M | +1.6% | +13.3% | -11.7% | -3.5% |
| YTD | -28.3% | +27.1% | -55.4% | -34.7% |
| 1Y | -26.4% | +28.0% | -54.4% | -33.3% |
| 3Y | -43.0% | +39.4% | -82.3% | -52.0% |
| 5Y | +4.8% | +40.8% | -36.0% | -12.9% |
| All | +4.8% | +41.7% | -36.9% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling