+3,650.7%
CELH vs CP
+230.5%
+3,420.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -2.9% |
| 7D | -15.8% | -2.7% | -13.1% | -14.4% |
| 30D | -5.2% | -3.4% | -1.8% | -3.3% |
| 3M | -6.1% | -0.6% | -5.5% | -5.9% |
| 6M | -40.9% | +6.3% | -47.2% | -43.2% |
| YTD | -41.8% | +21.2% | -63.0% | -48.6% |
| 1Y | -52.6% | +20.0% | -72.7% | -57.9% |
| 3Y | -60.4% | +18.7% | -79.1% | -65.3% |
| 5Y | -12.6% | +34.8% | -47.4% | -29.6% |
| All | +3,650.7% | +230.5% | +3,420.2% | +2,300.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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