+4,242.0%
CELH vs CP
+257.3%
+3,984.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.9% |
| 7D | +0.8% | +2.1% | -1.3% | -0.4% |
| 30D | +19.3% | +9.3% | +10.0% | +13.1% |
| 3M | +12.6% | +0.5% | +12.2% | +12.2% |
| 6M | +16.4% | +10.4% | +6.0% | +9.3% |
| YTD | -29.1% | +28.7% | -57.8% | -39.9% |
| 1Y | -26.3% | +33.2% | -59.5% | -38.7% |
| 3Y | -40.1% | +38.4% | -78.6% | -52.5% |
| 5Y | +16.7% | +26.2% | -9.5% | -2.4% |
| All | +4,242.0% | +257.3% | +3,984.6% | +2,583.8% |
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