-45.5%
CELH vs CSGP
-60.4%
+15.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.7% | +11.7% | +8.4% |
| 7D | +10.4% | +1.3% | +9.2% | +9.9% |
| 30D | +19.5% | +10.7% | +8.8% | +14.5% |
| 3M | +35.3% | +3.3% | +32.0% | +32.5% |
| 6M | -2.0% | -10.3% | +8.4% | -0.6% |
| YTD | -29.7% | -54.6% | +24.9% | -14.9% |
| 1Y | -28.6% | -54.6% | +26.0% | -13.8% |
| 3Y | -45.5% | -60.3% | +14.9% | -31.2% |
| All | -45.5% | -60.4% | +15.0% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling