+1.2%
CELH vs COMP
-32.0%
+33.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -2.7% |
| 7D | -3.8% | +4.1% | -7.8% | -4.8% |
| 30D | +6.4% | -14.5% | +21.0% | +10.8% |
| 3M | +5.6% | +41.8% | -36.2% | -4.2% |
| 6M | -31.1% | +23.6% | -54.7% | -36.8% |
| YTD | -35.4% | +1.7% | -37.1% | -38.1% |
| 1Y | -46.9% | +12.6% | -59.4% | -50.9% |
| 3Y | -56.0% | +221.9% | -277.9% | -73.5% |
| 5Y | +1.2% | -28.1% | +29.4% | -17.5% |
| All | +1.2% | -32.0% | +33.3% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling