-5.4%
CELH vs CP
+30.0%
-35.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -5.9% |
| 7D | -11.7% | +0.6% | -12.3% | -11.9% |
| 30D | +1.6% | -0.5% | +2.1% | +1.9% |
| 3M | -2.0% | +0.1% | -2.0% | -2.1% |
| 6M | -36.2% | +7.8% | -44.0% | -39.1% |
| YTD | -39.6% | +22.9% | -62.4% | -46.9% |
| 1Y | -50.7% | +21.3% | -72.0% | -56.3% |
| 3Y | -58.9% | +20.4% | -79.2% | -64.3% |
| 5Y | -5.4% | +34.9% | -40.3% | -20.6% |
| All | -5.4% | +30.0% | -35.4% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling