+505.7%
CIFR vs CELH
-59.6%
+565.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -6.5% | -2.2% | -7.1% |
| 7D | +11.3% | -11.7% | +23.0% | +14.7% |
| 30D | +3.5% | +1.6% | +1.9% | +2.6% |
| 3M | -26.6% | -2.0% | -24.7% | -28.1% |
| 6M | +18.1% | -36.2% | +54.3% | +29.6% |
| YTD | +14.5% | -39.6% | +54.1% | +27.1% |
| 1Y | +83.3% | -50.7% | +134.0% | +115.1% |
| All | +505.7% | -59.6% | +565.3% | +554.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 3y: compounded portfolio wealth divided by compounded CELH 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…
3y analysis · Full analysis span regression · 6 months rolling