+3,154.0%
CLS vs CELH
+3,788.6%
-634.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.2% | +4.3% | +6.2% |
| 7D | +10.9% | -11.2% | +22.2% | +12.8% |
| 30D | +2.1% | -1.4% | +3.5% | +2.0% |
| 3M | -10.2% | -4.2% | -6.0% | -10.4% |
| 6M | +30.4% | -40.5% | +70.8% | +38.6% |
| YTD | +17.2% | -40.5% | +57.7% | +24.3% |
| 1Y | +41.0% | -53.0% | +94.0% | +53.8% |
| 3Y | +1,338.0% | -59.1% | +1,397.0% | +1,431.6% |
| 5Y | +3,860.6% | -10.7% | +3,871.3% | +3,445.0% |
| All | +3,154.0% | +3,788.6% | -634.6% | +1,805.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling