-5.4%
CELH vs CNH
+12.3%
-17.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.2% | -8.7% | -7.4% |
| 7D | -11.7% | +1.8% | -13.5% | -12.5% |
| 30D | +1.6% | +32.6% | -31.1% | -10.5% |
| 3M | -2.0% | +29.4% | -31.4% | -13.5% |
| 6M | -36.2% | +26.0% | -62.2% | -43.8% |
| YTD | -39.6% | +52.2% | -91.8% | -52.0% |
| 1Y | -50.7% | +23.9% | -74.5% | -56.6% |
| 3Y | -58.9% | +10.1% | -69.0% | -63.2% |
| 5Y | -5.4% | +13.2% | -18.5% | -15.5% |
| All | -5.4% | +12.3% | -17.7% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling