+2,107.0%
CELH vs GNRC
+2,082.9%
+24.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.4% |
| 7D | -11.2% | -0.2% | -11.0% | -11.1% |
| 30D | -1.4% | -15.7% | +14.3% | +3.3% |
| 3M | -4.2% | -27.3% | +23.2% | +3.6% |
| 6M | -40.5% | -12.1% | -28.4% | -39.8% |
| YTD | -40.5% | +37.1% | -77.6% | -48.0% |
| 1Y | -53.0% | -0.5% | -52.5% | -55.0% |
| 3Y | -59.1% | +61.5% | -120.6% | -67.4% |
| 5Y | -10.7% | -58.6% | +47.9% | -1.5% |
| 10Y | +3,788.6% | +446.3% | +3,342.3% | +2,657.6% |
| All | +2,107.0% | +2,082.9% | +24.1% | +874.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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