+99.7%
CELH vs ITW
+797.6%
-697.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.1% | -3.8% |
| 7D | -15.8% | -2.4% | -13.4% | -14.9% |
| 30D | -5.2% | -9.5% | +4.3% | -1.2% |
| 3M | -6.1% | +6.6% | -12.8% | -8.6% |
| 6M | -40.9% | -1.8% | -39.1% | -40.6% |
| YTD | -41.8% | +9.0% | -50.8% | -44.2% |
| 1Y | -52.6% | +3.6% | -56.2% | -53.7% |
| 3Y | -60.4% | +19.4% | -79.8% | -63.6% |
| 5Y | -12.6% | +36.4% | -49.0% | -23.5% |
| 10Y | +3,704.3% | +190.0% | +3,514.3% | +2,473.1% |
| All | +99.7% | +797.6% | -697.9% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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