-48.9%
CELH vs IRE
-98.1%
+49.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -14.4% | +16.0% | +2.4% |
| 7D | +0.8% | -31.8% | +32.6% | +2.6% |
| 30D | +19.3% | -71.8% | +91.1% | +24.6% |
| 3M | +12.6% | -88.9% | +101.6% | +22.5% |
| 6M | +16.4% | -95.4% | +111.7% | +28.3% |
| YTD | -29.1% | -94.2% | +65.1% | -29.6% |
| 1Y | -26.3% | -97.1% | +70.8% | -22.4% |
| All | -48.9% | -98.1% | +49.3% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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