+16.4%
CELH vs IRE
-95.7%
+112.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -14.4% | +16.0% | +2.2% |
| 7D | +0.8% | -31.8% | +32.6% | +2.0% |
| 30D | +19.3% | -71.8% | +91.1% | +22.4% |
| 3M | +12.6% | -88.9% | +101.6% | +19.0% |
| 6M | +16.4% | -95.4% | +111.7% | +23.6% |
| All | +16.4% | -95.7% | +112.1% | +23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling