+99.7%
CELH vs CMI
+2,716.0%
-2,616.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.5% |
| 7D | -15.8% | +0.8% | -16.6% | -15.9% |
| 30D | -5.2% | -12.8% | +7.6% | -2.2% |
| 3M | -6.1% | -12.4% | +6.3% | -3.8% |
| 6M | -40.9% | -0.9% | -40.0% | -41.7% |
| YTD | -41.8% | +8.9% | -50.6% | -44.1% |
| 1Y | -52.6% | +37.7% | -90.3% | -57.4% |
| 3Y | -60.4% | +148.9% | -209.2% | -69.3% |
| 5Y | -12.6% | +164.4% | -177.0% | -33.4% |
| 10Y | +3,704.3% | +506.9% | +3,197.3% | +2,338.5% |
| All | +99.7% | +2,716.0% | -2,616.3% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling