-12.1%
CELH vs ONON
-24.2%
+12.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -15.8% | -5.3% | -10.4% | -14.0% |
| 30D | -5.2% | -13.1% | +7.9% | -0.3% |
| 3M | -6.1% | -29.3% | +23.2% | +4.8% |
| 6M | -40.9% | -34.5% | -6.3% | -32.7% |
| YTD | -41.8% | -42.2% | +0.5% | -31.0% |
| 1Y | -52.6% | -37.3% | -15.3% | -46.1% |
| 3Y | -60.4% | -9.3% | -51.1% | -65.8% |
| All | -12.1% | -24.2% | +12.0% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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