-59.1%
CELH vs LOW
-10.2%
-48.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -11.2% | -3.7% | -7.5% | -9.5% |
| 30D | -1.4% | -8.9% | +7.4% | +3.3% |
| 3M | -4.2% | -10.4% | +6.3% | +1.5% |
| 6M | -40.5% | -19.4% | -21.1% | -34.2% |
| YTD | -40.5% | -17.1% | -23.4% | -35.3% |
| 1Y | -53.0% | -26.3% | -26.7% | -46.7% |
| 3Y | -59.1% | -9.9% | -49.2% | -54.9% |
| All | -59.1% | -10.2% | -48.9% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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