+487.2%
CSX vs CELH
+4,499.0%
-4,011.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.1% |
| 7D | -3.4% | -7.0% | +3.7% | -2.8% |
| 30D | -3.1% | +5.2% | -8.3% | -3.8% |
| 3M | +7.2% | +10.5% | -3.3% | +5.6% |
| 6M | +16.2% | -32.7% | +48.9% | +19.2% |
| YTD | +37.5% | -33.0% | +70.5% | +40.9% |
| 1Y | +53.2% | -49.5% | +102.8% | +60.1% |
| 3Y | +68.2% | -52.6% | +120.9% | +71.3% |
| 5Y | +65.2% | +5.2% | +60.0% | +48.0% |
| All | +487.2% | +4,499.0% | -4,011.8% | +249.5% |
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