-6.1%
CELH vs LYB
-4.6%
-1.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.2% | +2.5% |
| 7D | -11.2% | +0.3% | -11.5% | -11.3% |
| 30D | -1.4% | +2.5% | -3.9% | -2.2% |
| 3M | -4.2% | +1.4% | -5.5% | -5.1% |
| 6M | -40.5% | -3.5% | -37.0% | -42.1% |
| YTD | -40.5% | +52.0% | -92.5% | -53.4% |
| 1Y | -53.0% | +22.1% | -75.1% | -59.3% |
| 3Y | -59.1% | -22.8% | -36.3% | -55.6% |
| All | -6.1% | -4.6% | -1.5% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling