+3,650.7%
CELH vs CPRT
+392.8%
+3,257.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -1.1% |
| 7D | -15.8% | -8.4% | -7.3% | -10.8% |
| 30D | -5.2% | +4.6% | -9.8% | -8.1% |
| 3M | -6.1% | -1.9% | -4.2% | -5.6% |
| 6M | -40.9% | -15.3% | -25.5% | -34.9% |
| YTD | -41.8% | -21.5% | -20.3% | -33.5% |
| 1Y | -52.6% | -36.6% | -16.0% | -37.3% |
| 3Y | -60.4% | -31.2% | -29.2% | -52.2% |
| 5Y | -12.6% | -14.1% | +1.5% | -9.5% |
| All | +3,650.7% | +392.8% | +3,257.9% | +2,954.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling