+607.5%
CELH vs MUB
+76.3%
+531.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.1% |
| 7D | -7.0% | -0.9% | -6.2% | -5.3% |
| 30D | +5.2% | -1.4% | +6.6% | +8.7% |
| 3M | +10.5% | -2.2% | +12.6% | +16.3% |
| 6M | -32.7% | -1.9% | -30.8% | -29.6% |
| YTD | -33.0% | -0.8% | -32.2% | -31.5% |
| 1Y | -49.5% | +2.7% | -52.3% | -52.3% |
| 3Y | -52.6% | +8.6% | -61.2% | -60.5% |
| 5Y | +5.2% | +2.0% | +3.2% | +1.2% |
| 10Y | +4,178.1% | +17.9% | +4,160.2% | +2,814.9% |
| All | +607.5% | +76.3% | +531.3% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling