+3,733.8%
CELH vs LEN
+108.0%
+3,625.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.3% |
| 7D | -11.2% | -4.8% | -6.5% | -9.4% |
| 30D | -1.4% | -6.6% | +5.1% | +1.5% |
| 3M | -4.2% | -15.7% | +11.5% | +2.8% |
| 6M | -40.5% | -16.6% | -23.8% | -36.3% |
| YTD | -40.5% | -21.3% | -19.1% | -35.4% |
| 1Y | -53.0% | -42.0% | -11.0% | -42.5% |
| 3Y | -59.1% | -27.9% | -31.1% | -55.7% |
| 5Y | -10.7% | -10.7% | 0.0% | -12.3% |
| All | +3,733.8% | +108.0% | +3,625.8% | +3,188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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