-59.1%
CELH vs LNG
+74.6%
-133.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | -11.2% | -4.7% | -6.5% | -11.4% |
| 30D | -1.4% | +3.8% | -5.3% | -1.2% |
| 3M | -4.2% | +16.2% | -20.3% | -4.2% |
| 6M | -40.5% | +11.7% | -52.2% | -40.7% |
| YTD | -40.5% | +44.2% | -84.7% | -43.3% |
| 1Y | -53.0% | +18.6% | -71.6% | -53.6% |
| 3Y | -59.1% | +77.4% | -136.5% | -65.1% |
| All | -59.1% | +74.6% | -133.6% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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