-18.3%
CELH vs GFS
-2.1%
-16.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -15.8% | +3.2% | -19.0% | -16.6% |
| 30D | -5.2% | -9.6% | +4.4% | -2.7% |
| 3M | -6.1% | -38.5% | +32.4% | +6.4% |
| 6M | -40.9% | -1.3% | -39.6% | -45.7% |
| YTD | -41.8% | +31.8% | -73.6% | -53.3% |
| 1Y | -52.6% | +44.6% | -97.2% | -63.6% |
| 3Y | -60.4% | -20.6% | -39.7% | -63.2% |
| All | -18.3% | -2.1% | -16.2% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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