-6.1%
CELH vs IJH
+48.0%
-54.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.2% |
| 7D | -11.2% | -1.9% | -9.4% | -8.8% |
| 30D | -1.4% | -4.6% | +3.2% | +5.0% |
| 3M | -4.2% | -1.2% | -3.0% | -2.5% |
| 6M | -40.5% | +9.4% | -49.9% | -47.8% |
| YTD | -40.5% | +13.3% | -53.8% | -50.5% |
| 1Y | -53.0% | +13.4% | -66.4% | -60.9% |
| 3Y | -59.1% | +50.4% | -109.5% | -79.2% |
| All | -6.1% | +48.0% | -54.0% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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