+132.5%
CELH vs OWL
+27.7%
+104.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.2% | -3.3% | -5.3% |
| 7D | -11.7% | -6.4% | -5.3% | -9.4% |
| 30D | +1.6% | -5.0% | +6.6% | +3.4% |
| 3M | -2.0% | +15.4% | -17.4% | -7.5% |
| 6M | -36.2% | +15.5% | -51.7% | -40.7% |
| YTD | -39.6% | -22.7% | -16.9% | -34.8% |
| 1Y | -50.7% | -34.1% | -16.6% | -43.6% |
| 3Y | -58.9% | +5.1% | -63.9% | -65.9% |
| 5Y | -5.4% | -11.5% | +6.1% | -19.5% |
| All | +132.5% | +27.7% | +104.8% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling