+104.1%
CELH vs IJH
+505.0%
-400.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.6% |
| 7D | -11.2% | -1.9% | -9.4% | -9.8% |
| 30D | -1.4% | -4.6% | +3.2% | +2.4% |
| 3M | -4.2% | -1.2% | -3.0% | -3.1% |
| 6M | -40.5% | +9.4% | -49.9% | -44.8% |
| YTD | -40.5% | +13.3% | -53.8% | -46.4% |
| 1Y | -53.0% | +13.4% | -66.4% | -57.6% |
| 3Y | -59.1% | +50.4% | -109.5% | -70.5% |
| 5Y | -10.7% | +49.0% | -59.7% | -31.2% |
| 10Y | +3,788.6% | +182.6% | +3,606.0% | +1,976.7% |
| All | +104.1% | +505.0% | -400.8% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling