-53.0%
CELH vs CLX
-25.9%
-27.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.4% | +2.7% |
| 7D | -11.2% | -5.7% | -5.5% | -8.9% |
| 30D | -1.4% | -17.0% | +15.6% | +6.8% |
| 3M | -4.2% | -9.7% | +5.5% | +0.3% |
| 6M | -40.5% | -19.8% | -20.6% | -34.3% |
| YTD | -40.5% | -9.8% | -30.6% | -34.8% |
| 1Y | -53.0% | -26.2% | -26.8% | -42.9% |
| All | -53.0% | -25.9% | -27.1% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling