+482.4%
CSX vs CELH
+4,334.0%
-3,851.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.5% |
| 7D | +0.6% | -3.8% | +4.4% | +0.9% |
| 30D | -2.3% | +6.4% | -8.7% | -2.9% |
| 3M | +4.3% | +5.6% | -1.3% | +3.2% |
| 6M | +23.4% | -31.1% | +54.5% | +26.3% |
| YTD | +36.4% | -35.4% | +71.8% | +40.1% |
| 1Y | +53.0% | -46.9% | +99.9% | +59.1% |
| 3Y | +70.6% | -56.0% | +126.6% | +75.0% |
| 5Y | +65.5% | +1.2% | +64.2% | +48.7% |
| 10Y | +482.4% | +4,043.9% | -3,561.6% | +247.7% |
| All | +482.4% | +4,334.0% | -3,851.6% | +247.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling