+414.9%
CSX vs CELH
+4,466.2%
-4,051.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -0.8% |
| 7D | +6.0% | +0.8% | +5.2% | +5.9% |
| 30D | +7.8% | +19.3% | -11.5% | +6.1% |
| 3M | +4.1% | +12.6% | -8.6% | +2.8% |
| 6M | +17.9% | +16.4% | +1.5% | +15.3% |
| YTD | +44.9% | -29.1% | +74.0% | +47.4% |
| 1Y | +51.1% | -26.3% | +77.5% | +53.1% |
| 3Y | +78.3% | -40.1% | +118.4% | +77.7% |
| 5Y | +58.1% | +16.7% | +41.4% | +40.6% |
| All | +414.9% | +4,466.2% | -4,051.3% | +198.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling