+107.3%
CELH vs LOW
+731.2%
-623.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.4% | -6.0% |
| 7D | -11.7% | -0.6% | -11.0% | -11.4% |
| 30D | +1.6% | -9.3% | +10.8% | +6.3% |
| 3M | -2.0% | -8.1% | +6.1% | +2.2% |
| 6M | -36.2% | -19.8% | -16.4% | -29.5% |
| YTD | -39.6% | -16.4% | -23.2% | -34.6% |
| 1Y | -50.7% | -24.7% | -26.0% | -44.1% |
| 3Y | -58.9% | -8.8% | -50.0% | -57.9% |
| 5Y | -5.4% | +7.8% | -13.2% | -8.7% |
| 10Y | +3,848.6% | +233.8% | +3,614.7% | +2,375.0% |
| All | +107.3% | +731.2% | -623.9% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling