-48.4%
CELH vs CME
+19.8%
-68.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.4% |
| 7D | +9.9% | +4.8% | +5.1% | +9.5% |
| 30D | +11.7% | +14.2% | -2.4% | +10.6% |
| 3M | +4.1% | +17.9% | -13.8% | +2.9% |
| 6M | -8.4% | +7.2% | -15.6% | -11.5% |
| YTD | -32.8% | +16.7% | -49.5% | -29.2% |
| 1Y | -48.4% | +19.6% | -67.9% | -43.6% |
| All | -48.4% | +19.8% | -68.2% | -43.6% |
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