+3,650.7%
CELH vs CMS
+120.6%
+3,530.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -2.9% | -3.4% |
| 7D | -15.8% | -1.3% | -14.4% | -15.3% |
| 30D | -5.2% | -2.8% | -2.4% | -4.1% |
| 3M | -6.1% | -7.1% | +1.0% | -3.4% |
| 6M | -40.9% | -10.0% | -30.8% | -38.4% |
| YTD | -41.8% | -0.9% | -40.8% | -41.6% |
| 1Y | -52.6% | -2.0% | -50.6% | -52.4% |
| 3Y | -60.4% | +33.0% | -93.4% | -65.3% |
| 5Y | -12.6% | +24.3% | -36.9% | -22.4% |
| All | +3,650.7% | +120.6% | +3,530.1% | +2,998.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CMS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling