+3,733.8%
CELH vs WY
+7.6%
+3,726.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | -11.2% | -4.2% | -7.0% | -9.1% |
| 30D | -1.4% | -10.1% | +8.6% | +4.6% |
| 3M | -4.2% | -8.5% | +4.3% | +0.4% |
| 6M | -40.5% | -3.3% | -37.1% | -39.8% |
| YTD | -40.5% | -4.4% | -36.1% | -39.9% |
| 1Y | -53.0% | -11.5% | -41.5% | -50.8% |
| 3Y | -59.1% | -24.3% | -34.7% | -54.2% |
| 5Y | -10.7% | -21.3% | +10.6% | +0.9% |
| All | +3,733.8% | +7.6% | +3,726.2% | +3,757.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling