+121.7%
CELH vs CRL
+526.7%
-405.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -2.7% |
| 7D | -3.8% | -0.6% | -3.2% | -3.6% |
| 30D | +6.4% | +5.0% | +1.5% | +4.8% |
| 3M | +5.6% | +50.6% | -45.0% | -8.5% |
| 6M | -31.1% | +60.9% | -92.1% | -42.4% |
| YTD | -35.4% | +40.7% | -76.1% | -43.6% |
| 1Y | -46.9% | +73.3% | -120.2% | -57.1% |
| 3Y | -56.0% | +40.6% | -96.6% | -64.0% |
| 5Y | +1.2% | -37.0% | +38.2% | +5.6% |
| 10Y | +4,043.9% | +244.3% | +3,799.6% | +2,969.1% |
| All | +121.7% | +526.7% | -405.0% | +48.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling