+148.9%
CELH vs CSGP
+522.3%
-373.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +2.5% |
| 7D | +10.8% | -1.8% | +12.6% | +11.3% |
| 30D | +16.1% | +5.3% | +10.8% | +13.1% |
| 3M | +19.5% | +3.3% | +16.2% | +16.8% |
| 6M | +2.8% | -4.7% | +7.5% | +2.6% |
| YTD | -27.4% | -53.5% | +26.1% | -10.0% |
| 1Y | -20.1% | -53.7% | +33.7% | -0.9% |
| 3Y | -42.9% | -59.7% | +16.9% | -27.0% |
| 5Y | -1.9% | -62.5% | +60.6% | +27.5% |
| 10Y | +4,878.5% | +67.3% | +4,811.2% | +4,612.7% |
| All | +148.9% | +522.3% | -373.4% | +64.1% |
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