-1.9%
CELH vs RF
+46.7%
-48.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.3% |
| 7D | +10.8% | -0.1% | +10.9% | +10.9% |
| 30D | +16.1% | +7.0% | +9.1% | +12.8% |
| 3M | +19.5% | -7.0% | +26.5% | +22.9% |
| 6M | +2.8% | +6.8% | -4.0% | -0.3% |
| YTD | -27.4% | +9.9% | -37.4% | -31.0% |
| 1Y | -20.1% | +21.1% | -41.2% | -27.1% |
| 3Y | -42.9% | +119.6% | -162.5% | -63.2% |
| 5Y | -1.9% | +46.2% | -48.1% | -19.2% |
| All | -1.9% | +46.7% | -48.6% | -19.2% |
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