+632.4%
GEV vs CELH
-70.2%
+702.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +3.5% |
| 7D | +1.6% | -11.2% | +12.8% | +2.3% |
| 30D | -7.9% | -1.4% | -6.5% | -8.0% |
| 3M | +5.6% | -4.2% | +9.8% | +5.5% |
| 6M | +13.1% | -40.5% | +53.5% | +16.7% |
| YTD | +46.7% | -40.5% | +87.2% | +51.2% |
| 1Y | +51.3% | -53.0% | +104.3% | +57.9% |
| All | +632.4% | -70.2% | +702.6% | +766.3% |
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