+3,733.8%
CELH vs CRL
+256.1%
+3,477.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.3% |
| 7D | -11.2% | -3.5% | -7.7% | -9.6% |
| 30D | -1.4% | -2.1% | +0.7% | -0.3% |
| 3M | -4.2% | +48.0% | -52.1% | -21.3% |
| 6M | -40.5% | +64.7% | -105.2% | -54.5% |
| YTD | -40.5% | +39.5% | -80.0% | -51.0% |
| 1Y | -53.0% | +74.2% | -127.2% | -65.8% |
| 3Y | -59.1% | +39.4% | -98.4% | -69.8% |
| 5Y | -10.7% | -36.9% | +26.2% | +2.3% |
| All | +3,733.8% | +256.1% | +3,477.7% | +2,110.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling