+67.3%
CELH vs COMP
-49.7%
+117.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.3% |
| 7D | -11.7% | +0.8% | -12.5% | -11.9% |
| 30D | +1.6% | -13.9% | +15.5% | +5.4% |
| 3M | -2.0% | +30.7% | -32.7% | -8.9% |
| 6M | -36.2% | +18.7% | -54.8% | -40.7% |
| YTD | -39.6% | +1.0% | -40.6% | -42.0% |
| 1Y | -50.7% | +15.1% | -65.8% | -54.6% |
| 3Y | -58.9% | +219.8% | -278.6% | -74.9% |
| 5Y | -5.4% | -28.7% | +23.3% | -24.8% |
| All | +67.3% | -49.7% | +117.1% | +36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling