+1.2%
CELH vs RF
+89.9%
-88.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.1% |
| 7D | -3.8% | +2.7% | -6.4% | -4.8% |
| 30D | +6.4% | -3.4% | +9.8% | +7.9% |
| 3M | +5.6% | +6.4% | -0.8% | +3.0% |
| 6M | -31.1% | +13.4% | -44.5% | -34.8% |
| YTD | -35.4% | +14.2% | -49.6% | -39.4% |
| 1Y | -46.9% | +15.7% | -62.6% | -50.5% |
| 3Y | -56.0% | +91.3% | -147.4% | -68.9% |
| 5Y | +1.2% | +89.8% | -88.5% | -18.6% |
| All | +1.2% | +89.9% | -88.7% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling