+3,733.8%
CELH vs CNP
+137.0%
+3,596.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -11.2% | -1.4% | -9.8% | -10.6% |
| 30D | -1.4% | -2.9% | +1.5% | -0.1% |
| 3M | -4.2% | -7.5% | +3.4% | -0.6% |
| 6M | -40.5% | -7.9% | -32.6% | -38.2% |
| YTD | -40.5% | +3.7% | -44.2% | -42.0% |
| 1Y | -53.0% | +4.6% | -57.6% | -54.6% |
| 3Y | -59.1% | +49.1% | -108.2% | -67.5% |
| 5Y | -10.7% | +69.2% | -79.9% | -34.0% |
| All | +3,733.8% | +137.0% | +3,596.8% | +2,539.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling