+4,043.9%
CELH vs CVE
+170.0%
+3,873.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.1% | -3.9% |
| 7D | -3.8% | +0.2% | -4.0% | -3.8% |
| 30D | +6.4% | +17.5% | -11.0% | +4.3% |
| 3M | +5.6% | +16.2% | -10.6% | +3.2% |
| 6M | -31.1% | +47.8% | -78.9% | -35.1% |
| YTD | -35.4% | +98.5% | -133.9% | -41.7% |
| 1Y | -46.9% | +109.8% | -156.6% | -52.6% |
| 3Y | -56.0% | +75.5% | -131.5% | -60.3% |
| 5Y | +1.2% | +341.6% | -340.3% | -18.4% |
| 10Y | +4,043.9% | +159.8% | +3,884.1% | +3,034.5% |
| All | +4,043.9% | +170.0% | +3,873.9% | +3,034.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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