-59.9%
CELH vs CME
+52.3%
-112.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.4% | -3.7% |
| 7D | -15.8% | -2.4% | -13.4% | -15.7% |
| 30D | -5.2% | +6.2% | -11.4% | -5.2% |
| 3M | -6.1% | +4.4% | -10.5% | -6.7% |
| 6M | -40.9% | -9.6% | -31.2% | -41.5% |
| YTD | -41.8% | +3.8% | -45.6% | -41.7% |
| 1Y | -52.6% | +9.5% | -62.2% | -52.4% |
| All | -59.9% | +52.3% | -112.2% | -61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling