-6.1%
CELH vs ICE
+40.4%
-46.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.4% |
| 7D | -11.2% | -2.4% | -8.8% | -9.4% |
| 30D | -1.4% | +4.0% | -5.5% | -4.4% |
| 3M | -4.2% | +13.7% | -17.8% | -13.9% |
| 6M | -40.5% | +0.9% | -41.4% | -41.2% |
| YTD | -40.5% | -2.1% | -38.4% | -40.7% |
| 1Y | -53.0% | -9.5% | -43.5% | -49.8% |
| 3Y | -59.1% | +42.1% | -101.1% | -74.2% |
| All | -6.1% | +40.4% | -46.5% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling