+67.8%
CSX vs CELH
+5.1%
+62.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.1% |
| 7D | -3.4% | -7.0% | +3.7% | -2.9% |
| 30D | -3.1% | +5.2% | -8.3% | -3.7% |
| 3M | +7.2% | +10.5% | -3.3% | +5.9% |
| 6M | +16.2% | -32.7% | +48.9% | +18.9% |
| YTD | +37.5% | -33.0% | +70.5% | +40.5% |
| 1Y | +53.2% | -49.5% | +102.8% | +59.3% |
| 3Y | +68.2% | -52.6% | +120.9% | +71.7% |
| All | +67.8% | +5.1% | +62.7% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling