+74.5%
CSX vs CELH
-45.1%
+119.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.4% | +2.6% |
| 7D | -2.2% | +10.8% | -13.0% | -2.6% |
| 30D | +6.8% | +16.1% | -9.3% | +6.1% |
| 3M | +0.7% | +19.5% | -18.8% | -0.1% |
| 6M | +13.3% | +2.8% | +10.5% | +12.8% |
| YTD | +40.5% | -27.4% | +68.0% | +42.0% |
| 1Y | +44.7% | -20.1% | +64.7% | +45.4% |
| 3Y | +74.5% | -42.9% | +117.4% | +78.3% |
| All | +74.5% | -45.1% | +119.6% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling