+582.2%
CELH vs MUB
+76.3%
+505.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -3.8% | -0.3% | -3.5% | -3.2% |
| 30D | +6.4% | -1.5% | +8.0% | +10.2% |
| 3M | +5.6% | -1.9% | +7.5% | +10.6% |
| 6M | -31.1% | -1.7% | -29.4% | -28.2% |
| YTD | -35.4% | -0.8% | -34.6% | -33.9% |
| 1Y | -46.9% | +1.5% | -48.4% | -48.4% |
| 3Y | -56.0% | +8.8% | -64.8% | -63.5% |
| 5Y | +1.2% | +2.0% | -0.8% | -2.6% |
| 10Y | +4,043.9% | +18.0% | +4,026.0% | +2,721.3% |
| All | +582.2% | +76.3% | +505.9% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MUB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling