+104.1%
CELH vs CRH
+324.6%
-220.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.9% |
| 7D | -11.2% | -6.1% | -5.2% | -9.3% |
| 30D | -1.4% | -9.3% | +7.8% | +1.9% |
| 3M | -4.2% | -15.2% | +11.0% | +1.5% |
| 6M | -40.5% | -14.2% | -26.3% | -37.5% |
| YTD | -40.5% | -28.3% | -12.2% | -33.9% |
| 1Y | -53.0% | -21.8% | -31.2% | -49.2% |
| 3Y | -59.1% | +71.6% | -130.7% | -65.9% |
| 5Y | -10.7% | +96.6% | -107.3% | -28.7% |
| 10Y | +3,788.6% | +253.8% | +3,534.7% | +2,532.2% |
| All | +104.1% | +324.6% | -220.4% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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