-58.4%
CELH vs CRL
+38.7%
-97.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.3% |
| 7D | -11.7% | -4.6% | -7.1% | -10.6% |
| 30D | +1.6% | +0.5% | +1.1% | +1.6% |
| 3M | -2.0% | +46.6% | -48.6% | -11.5% |
| 6M | -36.2% | +57.3% | -93.4% | -44.0% |
| YTD | -39.6% | +39.5% | -79.1% | -45.4% |
| 1Y | -50.7% | +76.9% | -127.5% | -58.4% |
| All | -58.4% | +38.7% | -97.1% | -62.2% |
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