-49.5%
CELH vs ICE
-7.2%
-42.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.3% |
| 7D | -7.0% | -0.7% | -6.4% | -6.8% |
| 30D | +5.2% | +7.6% | -2.4% | +2.8% |
| 3M | +10.5% | +13.9% | -3.5% | +5.2% |
| 6M | -32.7% | -2.4% | -30.4% | -33.5% |
| YTD | -33.0% | +0.3% | -33.2% | -34.5% |
| 1Y | -49.5% | -6.4% | -43.1% | -47.2% |
| All | -49.5% | -7.2% | -42.4% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling