+226.3%
CLSK vs CELH
-60.2%
+286.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +6.2% |
| 7D | +7.7% | -11.2% | +18.9% | +11.3% |
| 30D | +12.2% | -1.4% | +13.7% | +11.9% |
| 3M | -15.5% | -4.2% | -11.3% | -16.5% |
| 6M | +39.3% | -40.5% | +79.8% | +58.8% |
| YTD | +35.1% | -40.5% | +75.6% | +54.0% |
| 1Y | +34.0% | -53.0% | +87.0% | +62.4% |
| 3Y | +226.3% | -59.1% | +285.3% | +279.7% |
| All | +226.3% | -60.2% | +286.5% | +279.7% |
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 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