-55.2%
CELH vs CVE
+71.6%
-126.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -3.0% |
| 7D | -7.0% | +2.5% | -9.5% | -7.1% |
| 30D | +5.2% | +16.7% | -11.6% | +4.4% |
| 3M | +10.5% | +9.3% | +1.2% | +10.3% |
| 6M | -32.7% | +43.6% | -76.3% | -35.6% |
| YTD | -33.0% | +93.6% | -126.6% | -39.6% |
| 1Y | -49.5% | +98.8% | -148.3% | -55.0% |
| All | -55.2% | +71.6% | -126.8% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling