+3,733.8%
CELH vs HIG
+313.7%
+3,420.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -11.2% | -1.5% | -9.8% | -10.7% |
| 30D | -1.4% | -0.4% | -1.1% | -1.3% |
| 3M | -4.2% | +6.7% | -10.8% | -6.9% |
| 6M | -40.5% | +2.0% | -42.4% | -41.4% |
| YTD | -40.5% | +0.3% | -40.8% | -41.1% |
| 1Y | -53.0% | +4.2% | -57.2% | -54.4% |
| 3Y | -59.1% | +102.2% | -161.3% | -70.5% |
| 5Y | -10.7% | +118.5% | -129.2% | -37.4% |
| All | +3,733.8% | +313.7% | +3,420.1% | +2,116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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