+3,733.8%
CELH vs CLF
+133.3%
+3,600.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.8% |
| 7D | -11.2% | -3.5% | -7.7% | -10.5% |
| 30D | -1.4% | -1.6% | +0.1% | -1.4% |
| 3M | -4.2% | -12.0% | +7.9% | -2.5% |
| 6M | -40.5% | +30.0% | -70.4% | -45.0% |
| YTD | -40.5% | -9.2% | -31.3% | -41.2% |
| 1Y | -53.0% | +2.3% | -55.3% | -55.5% |
| 3Y | -59.1% | -14.4% | -44.6% | -62.4% |
| 5Y | -10.7% | -48.3% | +37.6% | -10.5% |
| All | +3,733.8% | +133.3% | +3,600.5% | +2,729.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling