+151.7%
HYG vs CELH
+258.2%
-106.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | 0.0% |
| 7D | -0.7% | -11.2% | +10.5% | -0.6% |
| 30D | -0.7% | -1.4% | +0.7% | -0.7% |
| 3M | -0.2% | -4.2% | +4.0% | -0.2% |
| 6M | +1.4% | -40.5% | +41.9% | +1.8% |
| YTD | +1.5% | -40.5% | +41.9% | +1.8% |
| 1Y | +2.9% | -53.0% | +55.9% | +3.4% |
| 3Y | +25.6% | -59.1% | +84.7% | +26.0% |
| 5Y | +18.6% | -10.7% | +29.3% | +17.6% |
| 10Y | +55.7% | +3,788.6% | -3,732.8% | +50.0% |
| All | +151.7% | +258.2% | -106.4% | +130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling