+147.8%
CELH vs IP
+127.6%
+20.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +1.2% |
| 7D | +7.4% | -2.8% | +10.2% | +8.5% |
| 30D | +16.4% | +9.2% | +7.2% | +13.0% |
| 3M | +17.6% | -16.1% | +33.8% | +24.5% |
| 6M | +7.8% | +9.6% | -1.7% | +4.3% |
| YTD | -27.8% | -8.8% | -19.0% | -27.1% |
| 1Y | -24.4% | -5.5% | -18.9% | -24.6% |
| 3Y | -42.5% | +19.6% | -62.2% | -48.8% |
| 5Y | +1.4% | -13.5% | +14.9% | +0.6% |
| 10Y | +4,553.5% | +22.4% | +4,531.1% | +3,914.2% |
| All | +147.8% | +127.6% | +20.2% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling