-59.1%
CELH vs CMI
+150.2%
-209.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.9% |
| 7D | -11.2% | -0.7% | -10.5% | -11.0% |
| 30D | -1.4% | -12.4% | +10.9% | +1.6% |
| 3M | -4.2% | -14.8% | +10.6% | -1.5% |
| 6M | -40.5% | +0.8% | -41.3% | -43.4% |
| YTD | -40.5% | +10.2% | -50.7% | -46.0% |
| 1Y | -53.0% | +37.4% | -90.4% | -61.6% |
| 3Y | -59.1% | +153.3% | -212.3% | -79.2% |
| All | -59.1% | +150.2% | -209.3% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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