-52.6%
CELH vs JD
-17.4%
-35.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.7% | -3.7% |
| 7D | -15.8% | -2.6% | -13.2% | -15.5% |
| 30D | -5.2% | -15.4% | +10.2% | -3.9% |
| 3M | -6.1% | -5.0% | -1.1% | -6.8% |
| 6M | -40.9% | +0.9% | -41.8% | -43.1% |
| YTD | -41.8% | -2.5% | -39.3% | -43.7% |
| 1Y | -52.6% | -16.0% | -36.6% | -52.1% |
| All | -52.6% | -17.4% | -35.3% | -52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling