-12.6%
CELH vs IAU
+138.0%
-150.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -1.9% | -3.3% |
| 7D | -15.8% | -3.4% | -12.4% | -15.1% |
| 30D | -5.2% | -1.1% | -4.1% | -4.9% |
| 3M | -6.1% | +5.8% | -12.0% | -7.0% |
| 6M | -40.9% | -16.9% | -23.9% | -39.0% |
| YTD | -41.8% | +0.1% | -41.9% | -41.7% |
| 1Y | -52.6% | +18.4% | -71.0% | -53.6% |
| 3Y | -60.4% | +123.6% | -184.0% | -63.8% |
| 5Y | -12.6% | +138.7% | -151.4% | -26.8% |
| All | -12.6% | +138.0% | -150.6% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling