+141.2%
CELH vs CSGP
+508.6%
-367.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.7% | +11.7% | +8.6% |
| 7D | +10.4% | +1.3% | +9.2% | +9.8% |
| 30D | +19.5% | +10.7% | +8.8% | +14.3% |
| 3M | +35.3% | +3.3% | +32.0% | +32.3% |
| 6M | -2.0% | -10.3% | +8.4% | -0.1% |
| YTD | -29.7% | -54.6% | +24.9% | -12.1% |
| 1Y | -28.6% | -54.6% | +26.0% | -11.0% |
| 3Y | -45.5% | -60.3% | +14.9% | -30.0% |
| 5Y | -10.7% | -63.3% | +52.6% | +16.9% |
| 10Y | +4,822.5% | +66.5% | +4,756.0% | +4,576.0% |
| All | +141.2% | +508.6% | -367.4% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling