-6.1%
CELH vs IDXX
-26.5%
+20.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | -11.2% | -5.7% | -5.5% | -7.9% |
| 30D | -1.4% | -11.5% | +10.1% | +6.1% |
| 3M | -4.2% | -9.5% | +5.4% | +1.2% |
| 6M | -40.5% | -16.0% | -24.5% | -34.4% |
| YTD | -40.5% | -25.4% | -15.1% | -29.8% |
| 1Y | -53.0% | -21.8% | -31.2% | -47.0% |
| 3Y | -59.1% | +7.0% | -66.1% | -66.6% |
| All | -6.1% | -26.5% | +20.5% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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