+4,476.1%
CELH vs JBHT
+273.4%
+4,202.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -4.4% |
| 7D | -7.0% | +4.9% | -11.9% | -9.3% |
| 30D | +5.2% | +0.6% | +4.6% | +4.6% |
| 3M | +10.5% | -3.2% | +13.7% | +11.2% |
| 6M | -32.7% | +17.0% | -49.7% | -39.0% |
| YTD | -33.0% | +41.7% | -74.6% | -45.2% |
| 1Y | -49.5% | +90.0% | -139.5% | -65.2% |
| 3Y | -52.6% | +47.0% | -99.6% | -64.2% |
| 5Y | +5.2% | +58.3% | -53.1% | -25.2% |
| All | +4,476.1% | +273.4% | +4,202.7% | +1,868.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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