+50.0%
CSX vs CELH
-27.9%
+77.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.4% | +1.0% |
| 7D | +3.1% | +6.2% | -3.1% | +3.0% |
| 30D | +9.7% | +14.2% | -4.5% | +9.4% |
| 3M | +4.9% | +15.5% | -10.5% | +4.7% |
| 6M | +18.4% | +7.7% | +10.7% | +18.1% |
| YTD | +45.9% | -30.3% | +76.2% | +47.3% |
| 1Y | +50.0% | -29.0% | +79.0% | +50.9% |
| All | +50.0% | -27.9% | +77.9% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling