+1.5%
HYG vs CELH
-48.2%
+49.7%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.7% |
| 7D | -0.1% | +9.9% | -10.0% | -0.2% |
| 30D | +0.7% | +11.7% | -11.0% | +0.6% |
| 3M | -2.0% | +4.1% | -6.1% | -2.1% |
| 6M | -0.9% | -8.4% | +7.5% | -0.9% |
| YTD | +0.1% | -32.8% | +32.8% | +0.3% |
| All | +1.5% | -48.2% | +49.7% | +1.9% |
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 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