+942.5%
CRDO vs CELH
-60.2%
+1,002.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.4% |
| 7D | -4.5% | -11.2% | +6.8% | -3.2% |
| 30D | -39.2% | -1.4% | -37.8% | -39.4% |
| 3M | -38.5% | -4.2% | -34.3% | -39.0% |
| 6M | +40.6% | -40.5% | +81.0% | +48.6% |
| YTD | +13.2% | -40.5% | +53.7% | +19.3% |
| 1Y | +2.3% | -53.0% | +55.3% | +11.1% |
| 3Y | +942.5% | -59.1% | +1,001.6% | +993.7% |
| All | +942.5% | -60.2% | +1,002.8% | +993.7% |
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