-58.1%
CLSK vs CELH
-47.2%
-10.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.6% | -19.1% | -17.0% |
| 7D | -20.7% | +9.9% | -30.6% | -22.4% |
| 30D | -45.5% | +11.7% | -57.2% | -46.9% |
| 3M | -52.0% | +4.1% | -56.1% | -52.8% |
| 6M | -47.0% | -8.4% | -38.6% | -46.3% |
| YTD | -32.8% | -32.8% | 0.0% | -24.0% |
| 1Y | -58.1% | -48.4% | -9.7% | -50.2% |
| All | -58.1% | -47.2% | -10.9% | -50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling