+2,233.1%
CELH vs IR
+271.1%
+1,962.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -11.2% | -4.5% | -6.7% | -9.2% |
| 30D | -1.4% | -13.9% | +12.5% | +5.9% |
| 3M | -4.2% | -0.3% | -3.8% | -4.6% |
| 6M | -40.5% | -14.3% | -26.1% | -36.7% |
| YTD | -40.5% | -7.9% | -32.6% | -39.5% |
| 1Y | -53.0% | -9.9% | -43.1% | -51.8% |
| 3Y | -59.1% | +6.5% | -65.6% | -62.6% |
| 5Y | -10.7% | +34.0% | -44.7% | -27.0% |
| All | +2,233.1% | +271.1% | +1,962.1% | +1,424.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling