-59.1%
CELH vs OWL
+0.9%
-60.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.9% |
| 7D | -11.2% | -10.1% | -1.1% | -9.1% |
| 30D | -1.4% | -11.9% | +10.5% | +1.2% |
| 3M | -4.2% | +10.7% | -14.9% | -6.1% |
| 6M | -40.5% | +22.1% | -62.6% | -43.3% |
| YTD | -40.5% | -24.8% | -15.7% | -37.3% |
| 1Y | -53.0% | -39.2% | -13.8% | -48.3% |
| 3Y | -59.1% | +1.7% | -60.8% | -63.2% |
| All | -59.1% | +0.9% | -60.0% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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