-36.2%
CELH vs CLX
-19.1%
-17.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.2% | -4.3% | -5.4% |
| 7D | -11.7% | -4.9% | -6.7% | -9.3% |
| 30D | +1.6% | -15.8% | +17.4% | +10.7% |
| 3M | -2.0% | -7.9% | +6.0% | +2.3% |
| 6M | -36.2% | -19.0% | -17.1% | -22.4% |
| All | -36.2% | -19.1% | -17.1% | -22.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling