+143.1%
CELH vs CPRT
+1,584.7%
-1,441.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +0.8% | -0.4% | +1.2% | +1.0% |
| 30D | +19.3% | +21.2% | -1.8% | +9.2% |
| 3M | +12.6% | +8.3% | +4.3% | +8.2% |
| 6M | +16.4% | -3.4% | +19.7% | +17.1% |
| YTD | -29.1% | -18.7% | -10.4% | -23.6% |
| 1Y | -26.3% | -23.5% | -2.8% | -18.3% |
| 3Y | -40.1% | -34.2% | -6.0% | -29.8% |
| 5Y | +16.7% | -18.2% | +34.9% | +24.9% |
| 10Y | +4,466.2% | +370.9% | +4,095.3% | +3,037.0% |
| All | +143.1% | +1,584.7% | -1,441.5% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling