-49.5%
CELH vs CHYM
+38.9%
-88.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.0% |
| 7D | -7.0% | +1.7% | -8.7% | -7.2% |
| 30D | +5.2% | +30.2% | -25.1% | +2.3% |
| 3M | +10.5% | +85.9% | -75.4% | -0.3% |
| 6M | -32.7% | +49.9% | -82.6% | -37.5% |
| YTD | -33.0% | +34.1% | -67.1% | -37.1% |
| 1Y | -49.5% | +37.0% | -86.6% | -54.4% |
| All | -49.5% | +38.9% | -88.4% | -54.4% |
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