-5.4%
CELH vs IBB
+20.0%
-25.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -5.5% |
| 7D | -11.7% | -3.9% | -7.8% | -7.6% |
| 30D | +1.6% | +2.7% | -1.2% | -1.6% |
| 3M | -2.0% | +21.4% | -23.3% | -21.6% |
| 6M | -36.2% | +20.1% | -56.3% | -48.9% |
| YTD | -39.6% | +21.9% | -61.4% | -52.6% |
| 1Y | -50.7% | +44.1% | -94.8% | -68.7% |
| 3Y | -58.9% | +63.4% | -122.2% | -79.2% |
| 5Y | -5.4% | +19.8% | -25.1% | -22.8% |
| All | -5.4% | +20.0% | -25.4% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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