+121.7%
CELH vs CPB
+7.7%
+114.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -3.9% |
| 7D | -3.8% | -8.2% | +4.4% | -2.2% |
| 30D | +6.4% | -5.6% | +12.0% | +7.6% |
| 3M | +5.6% | +3.0% | +2.6% | +5.1% |
| 6M | -31.1% | -12.7% | -18.4% | -29.5% |
| YTD | -35.4% | -18.0% | -17.4% | -33.3% |
| 1Y | -46.9% | -31.7% | -15.1% | -43.5% |
| 3Y | -56.0% | -41.0% | -15.1% | -52.2% |
| 5Y | +1.2% | -38.4% | +39.6% | +8.7% |
| 10Y | +4,043.9% | -45.0% | +4,088.9% | +4,362.5% |
| All | +121.7% | +7.7% | +114.0% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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