-55.6%
CELH vs Q
+78.4%
-134.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.8% | -8.3% | -6.7% |
| 7D | -11.7% | +6.6% | -18.3% | -12.5% |
| 30D | +1.6% | -6.6% | +8.1% | +2.3% |
| 3M | -2.0% | -13.2% | +11.3% | -2.1% |
| 6M | -36.2% | +9.9% | -46.1% | -43.0% |
| YTD | -39.6% | +53.9% | -93.5% | -56.5% |
| All | -55.6% | +78.4% | -134.0% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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