+3,733.8%
CELH vs LYB
+48.3%
+3,685.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.2% | +2.6% |
| 7D | -11.2% | +0.3% | -11.5% | -11.3% |
| 30D | -1.4% | +2.5% | -3.9% | -2.6% |
| 3M | -4.2% | +1.4% | -5.5% | -5.8% |
| 6M | -40.5% | -3.5% | -37.0% | -42.4% |
| YTD | -40.5% | +52.0% | -92.5% | -53.8% |
| 1Y | -53.0% | +22.1% | -75.1% | -59.9% |
| 3Y | -59.1% | -22.8% | -36.3% | -57.8% |
| 5Y | -10.7% | -3.4% | -7.3% | -17.7% |
| All | +3,733.8% | +48.3% | +3,685.6% | +2,678.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling