+1,554.5%
CELH vs CLBK
+66.9%
+1,487.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.4% |
| 7D | -3.8% | +1.1% | -4.9% | -4.1% |
| 30D | +6.4% | +7.8% | -1.3% | +3.6% |
| 3M | +5.6% | +23.9% | -18.3% | -2.2% |
| 6M | -31.1% | +42.3% | -73.4% | -39.3% |
| YTD | -35.4% | +65.4% | -100.8% | -46.2% |
| 1Y | -46.9% | +70.3% | -117.2% | -56.4% |
| 3Y | -56.0% | +54.5% | -110.5% | -64.0% |
| 5Y | +1.2% | +43.1% | -41.9% | -21.5% |
| All | +1,554.5% | +66.9% | +1,487.6% | +1,119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling