-59.1%
CELH vs IJR
+52.1%
-111.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.8% |
| 7D | -11.2% | -2.2% | -9.1% | -9.7% |
| 30D | -1.4% | -4.6% | +3.1% | +2.1% |
| 3M | -4.2% | +0.2% | -4.4% | -4.0% |
| 6M | -40.5% | +14.7% | -55.2% | -46.1% |
| YTD | -40.5% | +18.9% | -59.3% | -47.6% |
| 1Y | -53.0% | +19.9% | -72.9% | -58.8% |
| 3Y | -59.1% | +53.0% | -112.1% | -69.9% |
| All | -59.1% | +52.1% | -111.1% | -69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling