+2,037.1%
CELH vs GH
+486.6%
+1,550.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.1% | -7.6% | -6.8% |
| 7D | -11.7% | -0.2% | -11.5% | -11.6% |
| 30D | +1.6% | -2.6% | +4.2% | +2.1% |
| 3M | -2.0% | +25.1% | -27.1% | -8.4% |
| 6M | -36.2% | +78.5% | -114.7% | -47.2% |
| YTD | -39.6% | +59.4% | -98.9% | -48.7% |
| 1Y | -50.7% | +173.9% | -224.5% | -65.5% |
| 3Y | -58.9% | +382.7% | -441.6% | -78.7% |
| 5Y | -5.4% | +24.4% | -29.8% | -31.8% |
| All | +2,037.1% | +486.6% | +1,550.5% | +1,039.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling