-5.4%
CELH vs JD
-60.9%
+55.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.5% | -4.0% | -5.8% |
| 7D | -11.7% | -3.0% | -8.7% | -10.9% |
| 30D | +1.6% | -19.3% | +20.9% | +7.7% |
| 3M | -2.0% | -6.0% | +4.1% | -0.6% |
| 6M | -36.2% | +1.8% | -38.0% | -37.4% |
| YTD | -39.6% | -2.6% | -37.0% | -40.1% |
| 1Y | -50.7% | -17.4% | -33.2% | -48.8% |
| 3Y | -58.9% | -8.6% | -50.3% | -60.9% |
| 5Y | -5.4% | -61.6% | +56.2% | +12.1% |
| All | -5.4% | -60.9% | +55.5% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling