-59.9%
CELH vs LEN
-28.8%
-31.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.5% | -0.1% | -2.4% |
| 7D | -15.8% | -7.8% | -8.0% | -13.3% |
| 30D | -5.2% | -11.0% | +5.8% | -1.1% |
| 3M | -6.1% | -12.8% | +6.6% | -1.7% |
| 6M | -40.9% | -20.2% | -20.7% | -36.6% |
| YTD | -41.8% | -23.0% | -18.8% | -37.4% |
| 1Y | -52.6% | -41.8% | -10.8% | -44.0% |
| All | -59.9% | -28.8% | -31.1% | -59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling