+84.1%
F vs CELH
+3,867.5%
-3,783.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.5% | +2.6% | -3.2% |
| 7D | -4.9% | -11.7% | +6.8% | -3.5% |
| 30D | -2.9% | +1.6% | -4.5% | -3.2% |
| 3M | -9.1% | -2.0% | -7.1% | -9.5% |
| 6M | +12.9% | -36.2% | +49.1% | +17.7% |
| YTD | +6.1% | -39.6% | +45.6% | +11.1% |
| 1Y | +22.5% | -50.7% | +73.2% | +30.3% |
| 3Y | +32.1% | -58.9% | +90.9% | +38.1% |
| 5Y | +43.7% | -5.4% | +49.1% | +29.7% |
| 10Y | +84.1% | +3,848.6% | -3,764.4% | +24.8% |
| All | +84.1% | +3,867.5% | -3,783.3% | +24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling