-49.9%
CELH vs LYB
+47.1%
-97.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.8% |
| 7D | +6.7% | -5.7% | +12.4% | +5.2% |
| 30D | +10.1% | +4.6% | +5.5% | +11.5% |
| 3M | +3.1% | +5.5% | -2.4% | +5.1% |
| 6M | -10.4% | -19.1% | +8.7% | -12.7% |
| YTD | -34.3% | +47.1% | -81.4% | -39.4% |
| 1Y | -49.9% | +49.0% | -98.9% | -54.2% |
| All | -49.9% | +47.1% | -97.0% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling