-29.0%
CELH vs CMS
-4.6%
-24.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | +6.2% | -1.3% | +7.4% | +6.5% |
| 30D | +14.2% | +5.3% | +8.9% | +12.5% |
| 3M | +15.5% | -0.3% | +15.8% | +15.6% |
| 6M | +7.7% | -4.0% | +11.7% | +8.7% |
| YTD | -30.3% | +2.1% | -32.4% | -24.4% |
| 1Y | -29.0% | -4.7% | -24.3% | -29.0% |
| All | -29.0% | -4.6% | -24.4% | -29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling