-6.1%
CELH vs GAP
+8.7%
-14.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.5% |
| 7D | -11.2% | -4.1% | -7.1% | -10.2% |
| 30D | -1.4% | +6.2% | -7.7% | -3.2% |
| 3M | -4.2% | -0.7% | -3.5% | -4.3% |
| 6M | -40.5% | -7.1% | -33.3% | -40.0% |
| YTD | -40.5% | -14.1% | -26.4% | -39.1% |
| 1Y | -53.0% | -8.5% | -44.5% | -52.9% |
| 3Y | -59.1% | +115.4% | -174.4% | -72.4% |
| All | -6.1% | +8.7% | -14.8% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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