-40.1%
CELH vs CRL
+97.9%
-138.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +19.3% | +11.9% | +7.4% | +15.3% |
| 3M | +12.6% | +20.2% | -7.5% | +7.0% |
| 6M | +16.4% | +107.5% | -91.2% | -4.4% |
| YTD | -29.1% | +69.4% | -98.5% | -39.2% |
| 1Y | -26.3% | +99.7% | -126.1% | -39.3% |
| 3Y | -40.1% | +98.8% | -138.9% | -45.8% |
| All | -40.1% | +97.9% | -138.0% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling