+147.8%
CELH vs CMS
+709.4%
-561.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.9% |
| 7D | +7.4% | -1.1% | +8.6% | +8.1% |
| 30D | +16.4% | +6.6% | +9.8% | +12.0% |
| 3M | +17.6% | +0.8% | +16.8% | +16.8% |
| 6M | +7.8% | -3.3% | +11.2% | +9.5% |
| YTD | -27.8% | +2.7% | -30.5% | -29.3% |
| 1Y | -24.4% | -4.0% | -20.4% | -23.3% |
| 3Y | -42.5% | +37.6% | -80.1% | -53.6% |
| 5Y | +1.4% | +35.4% | -34.0% | -19.7% |
| 10Y | +4,553.5% | +136.0% | +4,417.5% | +2,312.2% |
| All | +147.8% | +709.4% | -561.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling