+130.0%
CELH vs CNP
+407.1%
-277.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.6% |
| 7D | -7.0% | +1.1% | -8.1% | -7.6% |
| 30D | +5.2% | -1.8% | +7.0% | +6.1% |
| 3M | +10.5% | -4.6% | +15.1% | +12.8% |
| 6M | -32.7% | -8.8% | -23.9% | -29.8% |
| YTD | -33.0% | +5.2% | -38.2% | -35.2% |
| 1Y | -49.5% | +8.3% | -57.8% | -52.2% |
| 3Y | -52.6% | +54.9% | -107.5% | -63.4% |
| 5Y | +5.2% | +73.5% | -68.3% | -23.9% |
| 10Y | +4,178.1% | +139.1% | +4,039.0% | +2,326.3% |
| All | +130.0% | +407.1% | -277.2% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling