+94.7%
CELH vs COMP
-52.0%
+146.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.7% | -3.7% | +4.3% |
| 7D | +10.4% | +13.4% | -3.0% | +6.8% |
| 30D | +19.5% | +11.1% | +8.4% | +15.7% |
| 3M | +35.3% | -18.8% | +54.1% | +41.7% |
| 6M | -2.0% | +10.5% | -12.4% | -6.3% |
| YTD | -29.7% | -3.4% | -26.3% | -32.2% |
| 1Y | -28.6% | +19.7% | -48.3% | -35.3% |
| 3Y | -45.5% | +381.6% | -427.1% | -70.9% |
| 5Y | -10.7% | -17.6% | +6.9% | -30.2% |
| All | +94.7% | -52.0% | +146.6% | +59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling