-59.1%
CELH vs CLBK
+52.2%
-111.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -11.2% | -1.5% | -9.8% | -11.0% |
| 30D | -1.4% | -1.0% | -0.4% | -1.3% |
| 3M | -4.2% | +22.9% | -27.1% | -7.7% |
| 6M | -40.5% | +44.2% | -84.7% | -44.3% |
| YTD | -40.5% | +64.0% | -104.5% | -45.6% |
| 1Y | -53.0% | +65.7% | -118.7% | -57.2% |
| 3Y | -59.1% | +54.1% | -113.1% | -62.4% |
| All | -59.1% | +52.2% | -111.3% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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