+2,428.2%
CELH vs INVH
+75.4%
+2,352.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | -11.2% | -3.0% | -8.2% | -9.6% |
| 30D | -1.4% | -7.5% | +6.1% | +3.4% |
| 3M | -4.2% | -5.5% | +1.4% | -0.9% |
| 6M | -40.5% | +11.7% | -52.2% | -44.6% |
| YTD | -40.5% | +1.3% | -41.8% | -41.8% |
| 1Y | -53.0% | -6.1% | -46.9% | -51.9% |
| 3Y | -59.1% | -9.8% | -49.3% | -58.2% |
| 5Y | -10.7% | -19.7% | +9.0% | -0.2% |
| All | +2,428.2% | +75.4% | +2,352.8% | +1,961.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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