-59.9%
CELH vs JD
-8.0%
-51.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.7% | -3.7% |
| 7D | -15.8% | -2.6% | -13.2% | -15.4% |
| 30D | -5.2% | -15.4% | +10.2% | -2.6% |
| 3M | -6.1% | -5.0% | -1.1% | -5.6% |
| 6M | -40.9% | +0.9% | -41.8% | -41.6% |
| YTD | -41.8% | -2.5% | -39.3% | -42.2% |
| 1Y | -52.6% | -16.0% | -36.6% | -51.7% |
| All | -59.9% | -8.0% | -51.9% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling