-6.1%
CELH vs CLX
-38.5%
+32.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.4% | +2.6% |
| 7D | -11.2% | -5.7% | -5.5% | -9.3% |
| 30D | -1.4% | -17.0% | +15.6% | +5.5% |
| 3M | -4.2% | -9.7% | +5.5% | -0.4% |
| 6M | -40.5% | -19.8% | -20.6% | -35.7% |
| YTD | -40.5% | -9.8% | -30.6% | -38.1% |
| 1Y | -53.0% | -26.2% | -26.8% | -47.8% |
| 3Y | -59.1% | -36.2% | -22.9% | -52.8% |
| All | -6.1% | -38.5% | +32.5% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling