+130.0%
CELH vs CL
+321.7%
-191.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.3% |
| 7D | -7.0% | -2.2% | -4.9% | -6.0% |
| 30D | +5.2% | -4.8% | +10.0% | +7.9% |
| 3M | +10.5% | +4.9% | +5.6% | +7.8% |
| 6M | -32.7% | -5.7% | -27.0% | -30.8% |
| YTD | -33.0% | +14.4% | -47.3% | -37.5% |
| 1Y | -49.5% | +8.7% | -58.3% | -52.0% |
| 3Y | -52.6% | +30.0% | -82.6% | -59.8% |
| 5Y | +5.2% | +28.4% | -23.1% | -10.8% |
| 10Y | +4,178.1% | +50.1% | +4,128.0% | +3,220.3% |
| All | +130.0% | +321.7% | -191.8% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling