-6.1%
CELH vs CNC
+10.7%
-16.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.7% | +1.9% |
| 7D | -11.2% | -0.9% | -10.3% | -11.1% |
| 30D | -1.4% | -1.0% | -0.5% | -1.3% |
| 3M | -4.2% | +4.5% | -8.7% | -5.0% |
| 6M | -40.5% | +85.2% | -125.7% | -47.5% |
| YTD | -40.5% | +61.4% | -101.9% | -46.7% |
| 1Y | -53.0% | +94.9% | -147.9% | -60.3% |
| 3Y | -59.1% | 0.0% | -59.1% | -59.7% |
| All | -6.1% | +10.7% | -16.8% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 5y: compounded portfolio wealth divided by compounded CNC 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…
5y analysis · Full analysis span regression · 6 months rolling