-5.4%
CELH vs CPRT
-8.8%
+3.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.7% | -5.0% |
| 7D | -11.7% | -0.4% | -11.3% | -11.4% |
| 30D | +1.6% | +8.2% | -6.7% | -5.4% |
| 3M | -2.0% | +2.3% | -4.3% | -5.0% |
| 6M | -36.2% | -14.7% | -21.4% | -28.0% |
| YTD | -39.6% | -18.2% | -21.4% | -30.5% |
| 1Y | -50.7% | -33.4% | -17.3% | -30.6% |
| 3Y | -58.9% | -28.3% | -30.5% | -52.8% |
| 5Y | -5.4% | -9.8% | +4.4% | -24.6% |
| All | -5.4% | -8.8% | +3.4% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling