-48.0%
CELH vs WOLF
+60.4%
-108.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -3.7% |
| 7D | -3.8% | +9.8% | -13.5% | -4.4% |
| 30D | +6.4% | -12.1% | +18.6% | +7.1% |
| 3M | +5.6% | -47.9% | +53.5% | +8.7% |
| 6M | -31.1% | +74.3% | -105.4% | -41.9% |
| YTD | -35.4% | +65.9% | -101.3% | -45.8% |
| All | -48.0% | +60.4% | -108.5% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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