+130.0%
CELH vs CMS
+689.5%
-559.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -7.0% | +0.4% | -7.4% | -7.2% |
| 30D | +5.2% | -3.6% | +8.8% | +7.5% |
| 3M | +10.5% | -1.9% | +12.4% | +11.6% |
| 6M | -32.7% | -11.0% | -21.7% | -28.3% |
| YTD | -33.0% | +0.2% | -33.2% | -33.3% |
| 1Y | -49.5% | -1.3% | -48.2% | -49.6% |
| 3Y | -52.6% | +35.9% | -88.6% | -61.5% |
| 5Y | +5.2% | +23.1% | -17.9% | -11.7% |
| 10Y | +4,178.1% | +117.9% | +4,060.2% | +2,228.1% |
| All | +130.0% | +689.5% | -559.6% | -47.3% |
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