-6.1%
CELH vs LOW
+5.4%
-11.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | -11.2% | -3.7% | -7.5% | -8.7% |
| 30D | -1.4% | -8.9% | +7.4% | +5.4% |
| 3M | -4.2% | -10.4% | +6.3% | +4.0% |
| 6M | -40.5% | -19.4% | -21.1% | -30.9% |
| YTD | -40.5% | -17.1% | -23.4% | -32.8% |
| 1Y | -53.0% | -26.3% | -26.7% | -42.4% |
| 3Y | -59.1% | -9.9% | -49.2% | -59.0% |
| All | -6.1% | +5.4% | -11.5% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling