+130.0%
CELH vs CRL
+544.0%
-414.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.4% | -2.5% |
| 7D | -7.0% | -1.0% | -6.0% | -6.7% |
| 30D | +5.2% | +10.7% | -5.5% | +1.7% |
| 3M | +10.5% | +55.3% | -44.8% | -5.3% |
| 6M | -32.7% | +60.7% | -93.4% | -43.7% |
| YTD | -33.0% | +44.6% | -77.6% | -42.0% |
| 1Y | -49.5% | +77.7% | -127.3% | -59.6% |
| 3Y | -52.6% | +37.6% | -90.3% | -60.9% |
| 5Y | +5.2% | -35.8% | +41.0% | +9.0% |
| 10Y | +4,178.1% | +241.7% | +3,936.4% | +3,050.6% |
| All | +130.0% | +544.0% | -414.0% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling