+130.0%
CELH vs CP
+963.1%
-833.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.2% |
| 7D | -7.0% | -2.7% | -4.4% | -5.8% |
| 30D | +5.2% | +0.2% | +5.0% | +5.4% |
| 3M | +10.5% | +2.6% | +7.9% | +9.1% |
| 6M | -32.7% | +6.0% | -38.7% | -34.8% |
| YTD | -33.0% | +24.9% | -57.9% | -40.3% |
| 1Y | -49.5% | +20.1% | -69.6% | -54.1% |
| 3Y | -52.6% | +16.4% | -69.0% | -56.9% |
| 5Y | +5.2% | +31.7% | -26.5% | -9.7% |
| 10Y | +4,178.1% | +223.9% | +3,954.3% | +2,401.8% |
| All | +130.0% | +963.1% | -833.1% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling