+1.4%
CELH vs CLF
-41.3%
+42.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | +0.3% |
| 7D | +7.4% | +2.3% | +5.1% | +6.7% |
| 30D | +16.4% | +1.9% | +14.4% | +15.1% |
| 3M | +17.6% | +5.9% | +11.7% | +14.9% |
| 6M | +7.8% | +16.9% | -9.1% | +1.8% |
| YTD | -27.8% | -1.1% | -26.7% | -30.4% |
| 1Y | -24.4% | +28.8% | -53.3% | -31.7% |
| 3Y | -42.5% | -20.6% | -21.9% | -45.4% |
| 5Y | +1.4% | -41.5% | +43.0% | +2.1% |
| All | +1.4% | -41.3% | +42.8% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling