+1,774.6%
CSX vs CELH
+313.0%
+1,461.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.6% |
| 7D | -0.3% | +7.4% | -7.7% | -0.5% |
| 30D | +8.7% | +16.4% | -7.7% | +8.3% |
| 3M | +4.2% | +17.6% | -13.4% | +3.7% |
| 6M | +16.7% | +7.8% | +8.8% | +16.2% |
| YTD | +44.5% | -27.8% | +72.2% | +45.1% |
| 1Y | +50.3% | -24.4% | +74.7% | +50.7% |
| 3Y | +76.3% | -42.5% | +118.8% | +76.4% |
| 5Y | +58.1% | +1.4% | +56.7% | +54.4% |
| 10Y | +416.4% | +4,553.5% | -4,137.1% | +359.8% |
| All | +1,774.6% | +313.0% | +1,461.6% | +1,323.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling