+13,040.0%
CELH vs JD
+48.3%
+12,991.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.5% |
| 7D | -7.0% | -1.7% | -5.4% | -6.7% |
| 30D | +5.2% | -13.2% | +18.3% | +8.6% |
| 3M | +10.5% | -3.2% | +13.7% | +11.0% |
| 6M | -32.7% | +15.2% | -47.9% | -35.8% |
| YTD | -33.0% | +2.0% | -34.9% | -34.1% |
| 1Y | -49.5% | -5.4% | -44.2% | -49.6% |
| 3Y | -52.6% | -9.1% | -43.5% | -54.5% |
| 5Y | +5.2% | -59.6% | +64.8% | +17.4% |
| 10Y | +4,178.1% | +26.2% | +4,151.9% | +3,865.2% |
| All | +13,040.0% | +48.3% | +12,991.7% | +11,644.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling