-58.4%
CELH vs IR
+5.7%
-64.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.0% | -4.5% | -5.8% |
| 7D | -11.7% | -1.9% | -9.8% | -11.0% |
| 30D | +1.6% | -15.0% | +16.6% | +7.7% |
| 3M | -2.0% | -0.4% | -1.5% | -2.4% |
| 6M | -36.2% | -15.0% | -21.1% | -32.7% |
| YTD | -39.6% | -7.1% | -32.5% | -39.1% |
| 1Y | -50.7% | -7.5% | -43.1% | -50.2% |
| All | -58.4% | +5.7% | -64.1% | -62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling