+107.3%
CELH vs CNC
+901.7%
-794.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.4% |
| 7D | -11.7% | -4.9% | -6.8% | -11.1% |
| 30D | +1.6% | -3.8% | +5.4% | +2.0% |
| 3M | -2.0% | -3.2% | +1.3% | -1.6% |
| 6M | -36.2% | +47.9% | -84.1% | -39.8% |
| YTD | -39.6% | +55.7% | -95.2% | -43.6% |
| 1Y | -50.7% | +106.2% | -156.9% | -55.9% |
| 3Y | -58.9% | -2.1% | -56.8% | -60.2% |
| 5Y | -5.4% | +3.4% | -8.8% | -8.5% |
| 10Y | +3,848.6% | +91.7% | +3,756.9% | +3,580.1% |
| All | +107.3% | +901.7% | -794.4% | +109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling