-59.1%
CELH vs JBL
+195.4%
-254.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.0% | -2.8% | +1.4% |
| 7D | -11.2% | +2.4% | -13.6% | -11.6% |
| 30D | -1.4% | -13.1% | +11.7% | +0.7% |
| 3M | -4.2% | -15.6% | +11.4% | -2.2% |
| 6M | -40.5% | +24.6% | -65.0% | -45.3% |
| YTD | -40.5% | +39.6% | -80.1% | -47.1% |
| 1Y | -53.0% | +48.6% | -101.6% | -59.0% |
| 3Y | -59.1% | +197.3% | -256.3% | -70.4% |
| All | -59.1% | +195.4% | -254.5% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 3y: compounded portfolio wealth divided by compounded JBL 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…
3y analysis · Full analysis span regression · 6 months rolling