+40,729.8%
CELH vs GWRE
+741.3%
+39,988.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | -11.2% | -13.2% | +2.0% | -6.9% |
| 30D | -1.4% | -18.6% | +17.1% | +4.3% |
| 3M | -4.2% | +18.9% | -23.1% | -11.3% |
| 6M | -40.5% | -11.0% | -29.5% | -40.6% |
| YTD | -40.5% | -29.9% | -10.6% | -36.3% |
| 1Y | -53.0% | -44.3% | -8.7% | -45.4% |
| 3Y | -59.1% | +51.7% | -110.7% | -70.0% |
| 5Y | -10.7% | +15.4% | -26.1% | -29.0% |
| 10Y | +3,788.6% | +129.4% | +3,659.1% | +2,463.8% |
| All | +40,729.8% | +741.3% | +39,988.5% | +24,033.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling