-10.0%
CRM vs CELH
-47.2%
+37.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.9% |
| 7D | -6.2% | +9.9% | -16.1% | -7.2% |
| 30D | -1.2% | +11.7% | -12.9% | -2.4% |
| 3M | +19.1% | +4.1% | +15.0% | +16.8% |
| 6M | +23.0% | -8.4% | +31.4% | +21.3% |
| YTD | -13.7% | -32.8% | +19.1% | -12.3% |
| 1Y | -10.0% | -48.4% | +38.4% | -4.6% |
| All | -10.0% | -47.2% | +37.2% | -4.6% |
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 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