+107.3%
CELH vs ICE
+625.2%
-517.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.4% |
| 7D | -11.7% | -0.9% | -10.8% | -11.5% |
| 30D | +1.6% | +4.0% | -2.4% | +1.0% |
| 3M | -2.0% | +11.0% | -12.9% | -3.6% |
| 6M | -36.2% | -5.0% | -31.2% | -35.7% |
| YTD | -39.6% | -2.7% | -36.9% | -39.4% |
| 1Y | -50.7% | -8.6% | -42.1% | -50.1% |
| 3Y | -58.9% | +41.4% | -100.2% | -61.2% |
| 5Y | -5.4% | +39.9% | -45.2% | -10.1% |
| 10Y | +3,848.6% | +214.9% | +3,633.7% | +3,469.1% |
| All | +107.3% | +625.2% | -517.9% | +148.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling