+96.2%
CELH vs COMP
-52.0%
+148.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | +0.8% | 0.0% | +0.8% | +0.7% |
| 30D | +19.3% | +16.6% | +2.8% | +14.1% |
| 3M | +12.6% | -23.5% | +36.2% | +19.7% |
| 6M | +16.4% | +25.7% | -9.4% | +7.6% |
| YTD | -29.1% | -3.4% | -25.7% | -31.7% |
| 1Y | -26.3% | +7.6% | -33.9% | -31.3% |
| 3Y | -40.1% | +423.6% | -463.7% | -68.9% |
| 5Y | +16.7% | -10.6% | +27.3% | -9.7% |
| All | +96.2% | -52.0% | +148.2% | +60.9% |
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