-56.0%
CELH vs CLF
-14.9%
-41.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.4% |
| 7D | -3.8% | +6.5% | -10.3% | -4.5% |
| 30D | +6.4% | +0.2% | +6.2% | +6.3% |
| 3M | +5.6% | -3.1% | +8.6% | +5.6% |
| 6M | -31.1% | +25.0% | -56.2% | -33.8% |
| YTD | -35.4% | -7.5% | -27.9% | -35.6% |
| 1Y | -46.9% | +11.5% | -58.4% | -48.8% |
| 3Y | -56.0% | -13.7% | -42.3% | -61.6% |
| All | -56.0% | -14.9% | -41.1% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling