+121.7%
CELH vs CME
+388.2%
-266.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.4% |
| 7D | -3.8% | -2.9% | -0.9% | -3.2% |
| 30D | +6.4% | +5.5% | +0.9% | +5.3% |
| 3M | +5.6% | +11.0% | -5.4% | +3.2% |
| 6M | -31.1% | -9.7% | -21.4% | -30.0% |
| YTD | -35.4% | +4.9% | -40.2% | -36.3% |
| 1Y | -46.9% | +10.1% | -57.0% | -48.2% |
| 3Y | -56.0% | +53.5% | -109.5% | -60.3% |
| 5Y | +1.2% | +77.2% | -75.9% | -10.7% |
| 10Y | +4,043.9% | +282.1% | +3,761.8% | +3,209.2% |
| All | +121.7% | +388.2% | -266.5% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling