+39.8%
CLSK vs CELH
-50.1%
+89.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.6% |
| 7D | +8.8% | -7.0% | +15.9% | +10.8% |
| 30D | -6.0% | +5.2% | -11.2% | -7.9% |
| 3M | -24.4% | +10.5% | -34.9% | -28.0% |
| 6M | +19.0% | -32.7% | +51.8% | +36.4% |
| YTD | +25.4% | -33.0% | +58.4% | +43.9% |
| 1Y | +39.8% | -49.5% | +89.3% | +82.7% |
| All | +39.8% | -50.1% | +89.9% | +82.7% |
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 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