-59.9%
CELH vs QS
-26.0%
-33.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.6% |
| 7D | -15.8% | -5.0% | -10.8% | -15.3% |
| 30D | -5.2% | -18.3% | +13.1% | -3.2% |
| 3M | -6.1% | -26.0% | +19.9% | -3.6% |
| 6M | -40.9% | -24.0% | -16.8% | -40.0% |
| YTD | -41.8% | -50.3% | +8.5% | -38.5% |
| 1Y | -52.6% | -38.0% | -14.7% | -52.0% |
| All | -59.9% | -26.0% | -33.9% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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