+10.2%
GEV vs CELH
-38.8%
+49.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -2.9% |
| 7D | -1.9% | -15.8% | +13.9% | -2.1% |
| 30D | -8.7% | -5.2% | -3.5% | -8.8% |
| 3M | +6.6% | -6.1% | +12.7% | +7.4% |
| 6M | +10.2% | -40.9% | +51.1% | +15.3% |
| All | +10.2% | -38.8% | +49.0% | +15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling