+2,323.1%
CELH vs LYB
+624.6%
+1,698.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 3M | -4.2% | +1.4% | -5.5% | -6.0% |
| 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% | -60.0% |
| 3Y | -59.1% | -22.8% | -36.3% | -58.1% |
| 5Y | -10.7% | -3.4% | -7.3% | -18.3% |
| 10Y | +3,788.6% | +47.4% | +3,741.2% | +2,502.3% |
| All | +2,323.1% | +624.6% | +1,698.5% | +504.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling