-59.1%
CELH vs CPNG
-19.3%
-39.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.4% |
| 7D | -11.2% | -1.1% | -10.1% | -10.9% |
| 30D | -1.4% | -7.4% | +5.9% | +0.7% |
| 3M | -4.2% | -12.3% | +8.2% | -0.9% |
| 6M | -40.5% | -19.4% | -21.0% | -37.6% |
| YTD | -40.5% | -35.9% | -4.6% | -34.0% |
| 1Y | -53.0% | -53.4% | +0.4% | -43.0% |
| 3Y | -59.1% | -20.0% | -39.1% | -57.6% |
| All | -59.1% | -19.3% | -39.8% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 3y: compounded portfolio wealth divided by compounded CPNG 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…
3y analysis · Full analysis span regression · 6 months rolling