+233.5%
SPOT vs CELH
-60.2%
+293.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.6% |
| 7D | -3.1% | -11.2% | +8.1% | -2.1% |
| 30D | +7.4% | -1.4% | +8.8% | +7.6% |
| 3M | +8.2% | -4.2% | +12.3% | +8.2% |
| 6M | +2.2% | -40.5% | +42.7% | +5.5% |
| YTD | -9.5% | -40.5% | +31.0% | -6.7% |
| 1Y | -23.8% | -53.0% | +29.2% | -20.6% |
| 3Y | +233.5% | -59.1% | +292.5% | +246.5% |
| All | +233.5% | -60.2% | +293.7% | +246.5% |
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 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