-6.1%
CELH vs MKTX
-60.5%
+54.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -11.2% | -0.2% | -11.0% | -11.2% |
| 30D | -1.4% | +0.7% | -2.2% | -1.7% |
| 3M | -4.2% | +40.8% | -44.9% | -15.4% |
| 6M | -40.5% | -8.0% | -32.5% | -39.2% |
| YTD | -40.5% | -8.7% | -31.8% | -39.3% |
| 1Y | -53.0% | -11.8% | -41.2% | -51.7% |
| 3Y | -59.1% | -24.0% | -35.0% | -58.5% |
| All | -6.1% | -60.5% | +54.4% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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