+2,678.9%
CELH vs IR
+332.9%
+2,346.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +0.8% | +2.5% | -1.7% | -0.4% |
| 30D | +19.3% | +9.2% | +10.2% | +14.1% |
| 3M | +12.6% | +0.9% | +11.7% | +11.8% |
| 6M | +16.4% | +19.2% | -2.9% | +5.5% |
| YTD | -29.1% | +7.5% | -36.6% | -33.3% |
| 1Y | -26.3% | +11.7% | -38.1% | -32.0% |
| 3Y | -40.1% | +23.9% | -64.0% | -49.1% |
| 5Y | +16.7% | +46.4% | -29.7% | -9.3% |
| All | +2,678.9% | +332.9% | +2,346.0% | +1,581.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling