-7.2%
CELH vs COMP
-17.6%
+10.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.7% | -3.7% | +4.2% |
| 7D | +10.4% | +13.4% | -3.0% | +6.7% |
| 30D | +19.5% | +11.1% | +8.4% | +15.5% |
| 3M | +35.3% | -18.8% | +54.1% | +41.9% |
| 6M | -2.0% | +10.5% | -12.4% | -6.4% |
| YTD | -29.7% | -3.4% | -26.3% | -32.3% |
| 1Y | -28.6% | +19.7% | -48.3% | -35.6% |
| 3Y | -45.5% | +381.6% | -427.1% | -71.8% |
| All | -7.2% | -17.6% | +10.4% | -9.0% |
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