-55.2%
CELH vs CSGP
-62.7%
+7.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.3% |
| 7D | -7.0% | -4.1% | -3.0% | -5.8% |
| 30D | +5.2% | +2.3% | +2.9% | +4.6% |
| 3M | +10.5% | -8.2% | +18.7% | +12.6% |
| 6M | -32.7% | -35.1% | +2.3% | -24.8% |
| YTD | -33.0% | -54.0% | +21.1% | -17.9% |
| 1Y | -49.5% | -65.3% | +15.8% | -31.6% |
| All | -55.2% | -62.7% | +7.5% | -42.4% |
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