-55.5%
CELH vs CNH
+7.0%
-62.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.6% | +2.0% | -2.0% |
| 7D | -3.8% | +8.8% | -12.6% | -6.2% |
| 30D | +6.4% | +24.7% | -18.2% | -0.7% |
| 3M | +5.6% | +27.3% | -21.8% | -2.7% |
| 6M | -31.1% | +23.2% | -54.3% | -36.3% |
| YTD | -35.4% | +48.9% | -84.3% | -44.9% |
| 1Y | -46.9% | +19.4% | -66.3% | -50.7% |
| All | -55.5% | +7.0% | -62.6% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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