-48.4%
CELH vs CHYM
+71.1%
-119.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.9% | -3.4% | +2.1% |
| 7D | +9.9% | +3.7% | +6.2% | +9.6% |
| 30D | +11.7% | +5.6% | +6.2% | +11.3% |
| 3M | +4.1% | +19.7% | -15.6% | +0.6% |
| 6M | -8.4% | +35.3% | -43.7% | -14.7% |
| YTD | -32.8% | +18.7% | -51.4% | -36.9% |
| 1Y | -48.4% | +67.8% | -116.2% | -59.3% |
| All | -48.4% | +71.1% | -119.4% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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