-12.6%
CELH vs IR
+35.0%
-47.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.3% |
| 7D | -15.8% | -3.1% | -12.7% | -14.1% |
| 30D | -5.2% | -14.0% | +8.8% | +3.7% |
| 3M | -6.1% | +3.7% | -9.9% | -9.2% |
| 6M | -40.9% | -15.4% | -25.5% | -35.7% |
| YTD | -41.8% | -7.7% | -34.1% | -41.1% |
| 1Y | -52.6% | -8.8% | -43.8% | -51.9% |
| 3Y | -60.4% | +5.6% | -66.0% | -67.5% |
| 5Y | -12.6% | +34.3% | -47.0% | -40.6% |
| All | -12.6% | +35.0% | -47.7% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling