+418.4%
CSX vs CELH
+4,391.5%
-3,973.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.4% | +1.3% |
| 7D | +3.1% | +6.2% | -3.1% | +2.5% |
| 30D | +9.7% | +14.2% | -4.5% | +8.4% |
| 3M | +4.9% | +15.5% | -10.5% | +3.4% |
| 6M | +18.4% | +7.7% | +10.7% | +16.6% |
| YTD | +45.9% | -30.3% | +76.2% | +48.7% |
| 1Y | +50.0% | -29.0% | +79.0% | +52.4% |
| 3Y | +78.0% | -44.5% | +122.5% | +78.7% |
| 5Y | +59.2% | +14.8% | +44.4% | +41.7% |
| All | +418.4% | +4,391.5% | -3,973.2% | +201.2% |
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