-48.4%
CELH vs GWW
+55.5%
-103.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.5% | -4.0% | +1.9% |
| 7D | +9.9% | +11.1% | -1.2% | +8.8% |
| 30D | +11.7% | +15.7% | -4.0% | +10.2% |
| 3M | +4.1% | +14.8% | -10.7% | +2.8% |
| 6M | -8.4% | +30.9% | -39.3% | -11.6% |
| YTD | -32.8% | +48.5% | -81.2% | -37.1% |
| 1Y | -48.4% | +57.1% | -105.5% | -54.8% |
| All | -48.4% | +55.5% | -103.8% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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