+143.1%
CELH vs CP
+995.0%
-851.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.9% |
| 7D | +0.8% | +2.1% | -1.3% | -0.2% |
| 30D | +19.3% | +9.3% | +10.0% | +14.3% |
| 3M | +12.6% | +0.5% | +12.2% | +12.3% |
| 6M | +16.4% | +10.4% | +6.0% | +10.8% |
| YTD | -29.1% | +28.7% | -57.8% | -37.8% |
| 1Y | -26.3% | +33.2% | -59.5% | -36.3% |
| 3Y | -40.1% | +38.4% | -78.6% | -49.8% |
| 5Y | +16.7% | +26.2% | -9.5% | +2.4% |
| 10Y | +4,466.2% | +258.4% | +4,207.8% | +2,464.3% |
| All | +143.1% | +995.0% | -851.9% | -35.4% |
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