+1,745.0%
CSX vs CELH
+310.0%
+1,435.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.2% |
| 7D | +0.7% | +9.4% | -8.7% | +0.5% |
| 30D | +8.1% | +14.8% | -6.7% | +7.7% |
| 3M | +2.2% | +20.5% | -18.3% | +1.7% |
| 6M | +14.6% | +1.6% | +13.0% | +14.3% |
| YTD | +42.2% | -28.3% | +70.5% | +42.9% |
| 1Y | +47.3% | -26.4% | +73.7% | +47.9% |
| 3Y | +73.5% | -43.0% | +116.5% | +73.7% |
| 5Y | +54.1% | +4.8% | +49.3% | +50.4% |
| 10Y | +409.0% | +4,820.0% | -4,411.0% | +352.9% |
| All | +1,745.0% | +310.0% | +1,435.0% | +1,301.1% |
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