+25.1%
CELH vs IP
-13.5%
+38.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.2% | +1.1% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +19.3% | +7.9% | +11.4% | +15.8% |
| 3M | +12.6% | -15.3% | +28.0% | +19.8% |
| 6M | +16.4% | +10.5% | +5.9% | +12.1% |
| YTD | -29.1% | -9.4% | -19.7% | -27.9% |
| 1Y | -26.3% | -4.6% | -21.7% | -26.7% |
| 3Y | -40.1% | +21.2% | -61.4% | -53.0% |
| All | +25.1% | -13.5% | +38.6% | +30.6% |
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