+61.2%
CELH vs COMP
-52.3%
+113.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.1% | +1.5% | -2.3% |
| 7D | -15.8% | -8.4% | -7.3% | -13.8% |
| 30D | -5.2% | -20.2% | +15.0% | +0.4% |
| 3M | -6.1% | +28.1% | -34.2% | -12.3% |
| 6M | -40.9% | +14.9% | -55.7% | -44.6% |
| YTD | -41.8% | -4.2% | -37.6% | -43.3% |
| 1Y | -52.6% | +10.2% | -62.9% | -55.9% |
| 3Y | -60.4% | +203.3% | -263.7% | -75.5% |
| 5Y | -12.6% | -29.2% | +16.6% | -30.0% |
| All | +61.2% | -52.3% | +113.5% | +33.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling