+52.4%
GEV vs CELH
-47.2%
+99.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.6% | -11.9% | -9.3% |
| 7D | -5.1% | +9.9% | -15.0% | -5.4% |
| 30D | -15.8% | +11.7% | -27.6% | -16.1% |
| 3M | -18.2% | +4.1% | -22.3% | -18.3% |
| 6M | -22.4% | -8.4% | -14.0% | -21.5% |
| YTD | +27.7% | -32.8% | +60.5% | +32.5% |
| 1Y | +52.4% | -48.4% | +100.7% | +57.5% |
| All | +52.4% | -47.2% | +99.5% | +57.5% |
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