-59.1%
CELH vs CRS
+612.2%
-671.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | -11.2% | -6.8% | -4.5% | -10.5% |
| 30D | -1.4% | -16.1% | +14.7% | +0.4% |
| 3M | -4.2% | -21.2% | +17.0% | -1.9% |
| 6M | -40.5% | +8.7% | -49.1% | -41.8% |
| YTD | -40.5% | +41.0% | -81.5% | -43.9% |
| 1Y | -53.0% | +82.7% | -135.7% | -57.3% |
| 3Y | -59.1% | +604.8% | -663.8% | -71.7% |
| All | -59.1% | +612.2% | -671.3% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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