+37.5%
CVX vs CELH
-50.1%
+87.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -1.5% |
| 7D | +3.3% | -7.0% | +10.4% | +2.9% |
| 30D | +12.9% | +5.2% | +7.7% | +13.5% |
| 3M | +11.7% | +10.5% | +1.2% | +12.7% |
| 6M | +14.1% | -32.7% | +46.9% | +13.8% |
| YTD | +40.7% | -33.0% | +73.7% | +39.9% |
| 1Y | +37.5% | -49.5% | +87.0% | +36.9% |
| All | +37.5% | -50.1% | +87.6% | +36.9% |
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