+3,733.8%
CELH vs IT
+103.1%
+3,630.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.3% | -3.0% | +0.2% |
| 7D | -11.2% | -3.7% | -7.6% | -10.0% |
| 30D | -1.4% | +0.1% | -1.5% | -1.6% |
| 3M | -4.2% | +20.7% | -24.8% | -12.9% |
| 6M | -40.5% | +12.0% | -52.4% | -45.0% |
| YTD | -40.5% | -28.8% | -11.7% | -34.6% |
| 1Y | -53.0% | -25.5% | -27.5% | -49.8% |
| 3Y | -59.1% | -48.8% | -10.3% | -50.8% |
| 5Y | -10.7% | -42.7% | +32.0% | +1.7% |
| All | +3,733.8% | +103.1% | +3,630.7% | +3,368.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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