-53.0%
CELH vs CME
+9.8%
-62.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.2% |
| 7D | -11.2% | -1.6% | -9.6% | -11.1% |
| 30D | -1.4% | +5.6% | -7.0% | -1.8% |
| 3M | -4.2% | +5.6% | -9.7% | -5.8% |
| 6M | -40.5% | -8.3% | -32.2% | -41.6% |
| YTD | -40.5% | +4.3% | -44.8% | -38.8% |
| 1Y | -53.0% | +9.1% | -62.1% | -51.9% |
| All | -53.0% | +9.8% | -62.8% | -51.9% |
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