-0.8%
CRM vs CELH
-10.8%
+10.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.6% |
| 7D | -4.4% | -11.2% | +6.8% | -2.6% |
| 30D | +28.1% | -1.4% | +29.6% | +27.8% |
| 3M | +48.8% | -4.2% | +53.0% | +48.2% |
| 6M | +28.3% | -40.5% | +68.7% | +37.5% |
| YTD | -6.0% | -40.5% | +34.5% | +0.3% |
| 1Y | +1.4% | -53.0% | +54.4% | +11.7% |
| 3Y | +11.8% | -59.1% | +70.9% | +20.6% |
| All | -0.8% | -10.8% | +10.0% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling