+7.1%
CELH vs IP
-17.2%
+24.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.8% |
| 7D | -7.0% | -5.3% | -1.8% | -5.2% |
| 30D | +5.2% | -10.9% | +16.0% | +10.2% |
| 3M | +10.5% | +11.2% | -0.7% | +6.4% |
| 6M | -32.7% | -10.2% | -22.5% | -30.2% |
| YTD | -33.0% | -2.0% | -31.0% | -33.7% |
| 1Y | -49.5% | -19.1% | -30.4% | -46.1% |
| 3Y | -52.6% | +20.9% | -73.5% | -61.6% |
| All | +7.1% | -17.2% | +24.3% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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