-59.9%
CELH vs IAU
+122.5%
-182.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -1.9% | -3.2% |
| 7D | -15.8% | -3.4% | -12.4% | -14.9% |
| 30D | -5.2% | -1.1% | -4.1% | -4.8% |
| 3M | -6.1% | +5.8% | -12.0% | -7.3% |
| 6M | -40.9% | -16.9% | -23.9% | -38.1% |
| YTD | -41.8% | +0.1% | -41.9% | -42.2% |
| 1Y | -52.6% | +18.4% | -71.0% | -54.9% |
| All | -59.9% | +122.5% | -182.4% | -70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling