-48.4%
CELH vs CRL
+85.3%
-133.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.3% | +9.8% | +3.8% |
| 7D | +9.9% | -12.8% | +22.7% | +12.3% |
| 30D | +11.7% | +5.0% | +6.7% | +9.6% |
| 3M | +4.1% | +39.4% | -35.3% | -4.5% |
| 6M | -8.4% | +89.4% | -97.8% | -22.8% |
| YTD | -32.8% | +63.6% | -96.3% | -42.1% |
| 1Y | -48.4% | +83.5% | -131.8% | -57.0% |
| All | -48.4% | +85.3% | -133.7% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling