-53.4%
CELH vs IRE
-82.8%
+29.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +10.2% | -13.8% | -4.1% |
| 7D | -3.8% | +58.9% | -62.7% | -6.4% |
| 30D | +6.4% | +17.2% | -10.7% | +4.7% |
| 3M | +5.6% | -58.6% | +64.2% | +7.8% |
| 6M | -31.1% | -23.5% | -7.7% | -35.3% |
| YTD | -35.4% | -47.4% | +12.1% | -41.4% |
| All | -53.4% | -82.8% | +29.5% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling