+4,242.0%
CELH vs JD
+31.5%
+4,210.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +1.2% |
| 7D | +0.8% | -4.1% | +4.9% | +2.0% |
| 30D | +19.3% | +4.6% | +14.7% | +17.8% |
| 3M | +12.6% | -4.7% | +17.4% | +14.2% |
| 6M | +16.4% | -17.4% | +33.7% | +22.1% |
| YTD | -29.1% | +0.7% | -29.8% | -30.3% |
| 1Y | -26.3% | -5.9% | -20.5% | -26.1% |
| 3Y | -40.1% | +18.9% | -59.0% | -47.7% |
| 5Y | +16.7% | -62.9% | +79.6% | +37.5% |
| All | +4,242.0% | +31.5% | +4,210.5% | +3,287.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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