-35.2%
CELH vs CHYM
-23.3%
-11.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.2% |
| 7D | -11.2% | -2.3% | -9.0% | -11.1% |
| 30D | -1.4% | +4.4% | -5.9% | -1.7% |
| 3M | -4.2% | +91.3% | -95.5% | -12.2% |
| 6M | -40.5% | +44.0% | -84.4% | -43.6% |
| YTD | -40.5% | +31.1% | -71.6% | -43.4% |
| 1Y | -53.0% | +37.8% | -90.8% | -55.8% |
| All | -35.2% | -23.3% | -11.9% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling