+3,733.8%
CELH vs GWRE
+131.0%
+3,602.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | -11.2% | -13.2% | +2.0% | -6.0% |
| 30D | -1.4% | -18.6% | +17.1% | +5.3% |
| 3M | -4.2% | +18.9% | -23.1% | -13.0% |
| 6M | -40.5% | -11.0% | -29.5% | -40.9% |
| YTD | -40.5% | -29.9% | -10.6% | -35.3% |
| 1Y | -53.0% | -44.3% | -8.7% | -43.2% |
| 3Y | -59.1% | +51.7% | -110.7% | -74.1% |
| 5Y | -10.7% | +15.4% | -26.1% | -36.6% |
| All | +3,733.8% | +131.0% | +3,602.8% | +1,998.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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