-49.5%
CELH vs COMP
+22.2%
-71.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | -7.0% | +1.4% | -8.4% | -7.3% |
| 30D | +5.2% | -13.3% | +18.5% | +7.7% |
| 3M | +10.5% | +41.1% | -30.6% | +5.4% |
| 6M | -32.7% | +17.2% | -49.9% | -33.8% |
| YTD | -33.0% | +5.2% | -38.2% | -33.4% |
| 1Y | -49.5% | +18.9% | -68.5% | -51.8% |
| All | -49.5% | +22.2% | -71.7% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling