-7.2%
CELH vs CVE
+142.8%
-150.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.6% | +7.1% |
| 7D | +10.4% | -16.1% | +26.6% | +13.1% |
| 30D | +19.5% | -10.4% | +29.8% | +21.0% |
| 3M | +35.3% | -2.4% | +37.7% | +34.8% |
| 6M | -2.0% | -4.4% | +2.5% | -2.6% |
| YTD | -29.7% | +64.9% | -94.6% | -38.7% |
| 1Y | -28.6% | +66.0% | -94.7% | -38.0% |
| 3Y | -45.5% | +57.7% | -103.1% | -53.3% |
| All | -7.2% | +142.8% | -150.0% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling