-60.8%
CLSK vs CELH
+3,465.9%
-3,526.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +6.2% |
| 7D | +7.7% | -11.2% | +18.9% | +11.4% |
| 30D | +12.2% | -1.4% | +13.7% | +12.0% |
| 3M | -15.5% | -4.2% | -11.3% | -16.6% |
| 6M | +39.3% | -40.5% | +79.8% | +57.2% |
| YTD | +35.1% | -40.5% | +75.6% | +52.4% |
| 1Y | +34.0% | -53.0% | +87.0% | +60.0% |
| 3Y | +226.3% | -59.1% | +285.3% | +276.7% |
| 5Y | +6.4% | -10.7% | +17.1% | -7.4% |
| All | -60.8% | +3,465.9% | -3,526.8% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling