-45.5%
CELH vs COMP
+353.8%
-399.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.7% | -3.7% | +5.2% |
| 7D | +10.4% | +13.4% | -3.0% | +8.0% |
| 30D | +19.5% | +11.1% | +8.4% | +17.0% |
| 3M | +35.3% | -18.8% | +54.1% | +39.4% |
| 6M | -2.0% | +10.5% | -12.4% | -4.3% |
| YTD | -29.7% | -3.4% | -26.3% | -30.7% |
| 1Y | -28.6% | +19.7% | -48.3% | -32.4% |
| 3Y | -45.5% | +381.6% | -427.1% | -57.9% |
| All | -45.5% | +353.8% | -399.2% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling