+32.9%
F vs CELH
-59.6%
+92.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +30.2% |
| All | +32.9% | -59.6% | +92.5% | +38.9% |
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 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