+147.8%
CELH vs CLF
-35.6%
+183.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | +0.4% |
| 7D | +7.4% | +2.3% | +5.1% | +6.9% |
| 30D | +16.4% | +1.9% | +14.4% | +15.4% |
| 3M | +17.6% | +5.9% | +11.7% | +15.5% |
| 6M | +7.8% | +16.9% | -9.1% | +3.0% |
| YTD | -27.8% | -1.1% | -26.7% | -30.0% |
| 1Y | -24.4% | +28.8% | -53.3% | -30.1% |
| 3Y | -42.5% | -20.6% | -21.9% | -45.6% |
| 5Y | +1.4% | -41.5% | +43.0% | -0.8% |
| 10Y | +4,553.5% | +87.5% | +4,466.0% | +3,323.6% |
| All | +147.8% | -35.6% | +183.4% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling