+7.1%
CRM vs CELH
-50.1%
+57.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.7% |
| 7D | +1.3% | -7.0% | +8.3% | +1.9% |
| 30D | +34.3% | +5.2% | +29.1% | +31.9% |
| 3M | +37.7% | +10.5% | +27.2% | +34.4% |
| 6M | +34.9% | -32.7% | +67.7% | +37.5% |
| YTD | -1.6% | -33.0% | +31.3% | -0.1% |
| 1Y | +7.1% | -49.5% | +56.7% | +12.8% |
| All | +7.1% | -50.1% | +57.3% | +12.8% |
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