+2,004.6%
CELH vs GH
+467.1%
+1,537.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.3% | +2.5% |
| 7D | -11.2% | -2.5% | -8.7% | -10.6% |
| 30D | -1.4% | -4.7% | +3.2% | -0.3% |
| 3M | -4.2% | +20.2% | -24.4% | -9.4% |
| 6M | -40.5% | +78.8% | -119.2% | -50.8% |
| YTD | -40.5% | +54.1% | -94.6% | -49.0% |
| 1Y | -53.0% | +177.1% | -230.1% | -67.3% |
| 3Y | -59.1% | +371.6% | -430.7% | -78.7% |
| 5Y | -10.7% | +21.9% | -32.6% | -35.2% |
| All | +2,004.6% | +467.1% | +1,537.5% | +1,033.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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