-49.5%
CELH vs CME
+8.4%
-57.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | -7.0% | -1.6% | -5.5% | -7.0% |
| 30D | +5.2% | +6.2% | -1.1% | +4.7% |
| 3M | +10.5% | +10.4% | +0.1% | +8.3% |
| 6M | -32.7% | -9.5% | -23.2% | -33.9% |
| YTD | -33.0% | +6.0% | -39.0% | -31.7% |
| 1Y | -49.5% | +9.3% | -58.8% | -48.6% |
| All | -49.5% | +8.4% | -57.9% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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