+107.3%
CELH vs IT
+722.9%
-615.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.8% | -6.1% |
| 7D | -11.7% | -9.1% | -2.5% | -9.8% |
| 30D | +1.6% | -12.2% | +13.7% | +4.5% |
| 3M | -2.0% | +7.8% | -9.8% | -4.5% |
| 6M | -36.2% | +2.0% | -38.2% | -37.5% |
| YTD | -39.6% | -32.7% | -6.8% | -35.7% |
| 1Y | -50.7% | -31.1% | -19.6% | -48.0% |
| 3Y | -58.9% | -52.1% | -6.8% | -53.6% |
| 5Y | -5.4% | -46.3% | +40.9% | +4.6% |
| 10Y | +3,848.6% | +91.4% | +3,757.2% | +3,689.0% |
| All | +107.3% | +722.9% | -615.6% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling