+48.2%
CVX vs CELH
-60.2%
+108.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.6% |
| 7D | +2.6% | -11.2% | +13.8% | +2.8% |
| 30D | +9.8% | -1.4% | +11.3% | +9.8% |
| 3M | +16.2% | -4.2% | +20.4% | +16.1% |
| 6M | +13.6% | -40.5% | +54.1% | +15.2% |
| YTD | +44.4% | -40.5% | +84.9% | +46.2% |
| 1Y | +40.6% | -53.0% | +93.6% | +43.5% |
| 3Y | +48.2% | -59.1% | +107.2% | +49.0% |
| All | +48.2% | -60.2% | +108.4% | +49.0% |
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