+121.7%
CELH vs CLX
+153.2%
-31.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.0% |
| 7D | -3.8% | -3.5% | -0.2% | -2.6% |
| 30D | +6.4% | -11.9% | +18.3% | +11.2% |
| 3M | +5.6% | -2.6% | +8.2% | +6.6% |
| 6M | -31.1% | -18.2% | -13.0% | -26.5% |
| YTD | -35.4% | -5.9% | -29.5% | -34.2% |
| 1Y | -46.9% | -23.8% | -23.0% | -42.1% |
| 3Y | -56.0% | -33.6% | -22.4% | -50.3% |
| 5Y | +1.2% | -35.7% | +36.9% | +12.9% |
| 10Y | +4,043.9% | -2.5% | +4,046.4% | +3,561.0% |
| All | +121.7% | +153.2% | -31.5% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling