-50.7%
CELH vs RF
+15.2%
-65.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.3% |
| 7D | -11.7% | -0.1% | -11.5% | -11.6% |
| 30D | +1.6% | -4.0% | +5.6% | +2.7% |
| 3M | -2.0% | +5.6% | -7.5% | -3.1% |
| 6M | -36.2% | +13.1% | -49.2% | -38.4% |
| YTD | -39.6% | +13.6% | -53.1% | -42.8% |
| 1Y | -50.7% | +16.0% | -66.6% | -52.5% |
| All | -50.7% | +15.2% | -65.9% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling