-39.0%
CELH vs CMS
+37.7%
-76.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | +7.4% | -1.1% | +8.6% | +7.8% |
| 30D | +16.4% | +6.6% | +9.8% | +14.1% |
| 3M | +17.6% | +0.8% | +16.8% | +17.3% |
| 6M | +7.8% | -3.3% | +11.2% | +8.8% |
| YTD | -27.8% | +2.7% | -30.5% | -28.1% |
| 1Y | -24.4% | -4.0% | -20.4% | -23.4% |
| All | -39.0% | +37.7% | -76.7% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling