-18.9%
CELH vs CRBG
+117.3%
-136.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.8% |
| 7D | -11.2% | +0.6% | -11.8% | -11.4% |
| 30D | -1.4% | +2.6% | -4.1% | -2.4% |
| 3M | -4.2% | +24.0% | -28.2% | -11.1% |
| 6M | -40.5% | +50.5% | -91.0% | -48.4% |
| YTD | -40.5% | +17.1% | -57.6% | -44.5% |
| 1Y | -53.0% | +5.9% | -58.9% | -54.7% |
| 3Y | -59.1% | +122.7% | -181.8% | -72.1% |
| All | -18.9% | +117.3% | -136.2% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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