+143.1%
CELH vs CMS
+718.3%
-575.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.7% |
| 7D | +0.8% | +1.7% | -0.9% | -0.2% |
| 30D | +19.3% | +6.2% | +13.1% | +15.1% |
| 3M | +12.6% | +0.6% | +12.0% | +12.0% |
| 6M | +16.4% | -1.8% | +18.1% | +17.1% |
| YTD | -29.1% | +3.8% | -33.0% | -31.1% |
| 1Y | -26.3% | -1.8% | -24.6% | -26.2% |
| 3Y | -40.1% | +39.8% | -79.9% | -52.1% |
| 5Y | +16.7% | +37.1% | -20.4% | -8.2% |
| 10Y | +4,466.2% | +138.6% | +4,327.6% | +2,252.7% |
| All | +143.1% | +718.3% | -575.1% | -45.5% |
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 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