+130.0%
CELH vs RF
+53.3%
+76.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -7.0% | +1.3% | -8.3% | -7.2% |
| 30D | +5.2% | -3.6% | +8.8% | +5.9% |
| 3M | +10.5% | +8.1% | +2.4% | +9.1% |
| 6M | -32.7% | +11.5% | -44.2% | -34.0% |
| YTD | -33.0% | +15.6% | -48.5% | -34.7% |
| 1Y | -49.5% | +15.7% | -65.2% | -50.9% |
| 3Y | -52.6% | +86.9% | -139.5% | -57.8% |
| 5Y | +5.2% | +89.8% | -84.6% | -6.3% |
| 10Y | +4,178.1% | +344.7% | +3,833.4% | +3,269.7% |
| All | +130.0% | +53.3% | +76.7% | +139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling