-48.4%
CELH vs IJR
+24.2%
-72.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.2% | +1.4% |
| 7D | +9.9% | +2.3% | +7.6% | +7.6% |
| 30D | +11.7% | +2.8% | +8.9% | +8.9% |
| 3M | +4.1% | -4.6% | +8.7% | +8.7% |
| 6M | -8.4% | +5.7% | -14.1% | -12.5% |
| YTD | -32.8% | +19.9% | -52.7% | -46.2% |
| 1Y | -48.4% | +24.2% | -72.5% | -61.8% |
| All | -48.4% | +24.2% | -72.6% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling