-59.1%
CELH vs OKE
+72.4%
-131.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.1% |
| 7D | -11.2% | +1.2% | -12.5% | -11.3% |
| 30D | -1.4% | +4.5% | -5.9% | -2.0% |
| 3M | -4.2% | +9.6% | -13.8% | -5.6% |
| 6M | -40.5% | +15.4% | -55.8% | -42.4% |
| YTD | -40.5% | +36.5% | -77.0% | -45.6% |
| 1Y | -53.0% | +39.0% | -92.0% | -57.4% |
| 3Y | -59.1% | +74.3% | -133.4% | -71.0% |
| All | -59.1% | +72.4% | -131.4% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 3y: compounded portfolio wealth divided by compounded OKE 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…
3y analysis · Full analysis span regression · 6 months rolling