+4,043.9%
CELH vs CSGP
+41.1%
+4,002.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.7% | -2.7% |
| 7D | -3.8% | -5.1% | +1.4% | -1.4% |
| 30D | +6.4% | +0.3% | +6.1% | +6.0% |
| 3M | +5.6% | -9.1% | +14.7% | +9.5% |
| 6M | -31.1% | -37.3% | +6.2% | -15.7% |
| YTD | -35.4% | -54.9% | +19.5% | -9.9% |
| 1Y | -46.9% | -65.5% | +18.7% | -15.6% |
| 3Y | -56.0% | -63.3% | +7.2% | -34.8% |
| 5Y | +1.2% | -65.8% | +67.0% | +49.1% |
| 10Y | +4,043.9% | +40.1% | +4,003.8% | +5,721.0% |
| All | +4,043.9% | +41.1% | +4,002.8% | +5,721.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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