+3,733.8%
CELH vs IAU
+220.2%
+3,513.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -11.2% | -2.0% | -9.2% | -10.7% |
| 30D | -1.4% | -1.5% | +0.1% | -1.0% |
| 3M | -4.2% | +3.3% | -7.4% | -4.9% |
| 6M | -40.5% | -16.2% | -24.2% | -37.7% |
| YTD | -40.5% | +0.7% | -41.2% | -41.0% |
| 1Y | -53.0% | +19.2% | -72.2% | -55.6% |
| 3Y | -59.1% | +124.4% | -183.5% | -68.4% |
| 5Y | -10.7% | +140.0% | -150.7% | -34.4% |
| All | +3,733.8% | +220.2% | +3,513.6% | +2,242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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