-48.4%
CELH vs HWM
+5.4%
-53.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +3.2% |
| 7D | +9.9% | +9.4% | +0.5% | +8.1% |
| 30D | +11.7% | -7.0% | +18.7% | +13.0% |
| 3M | +4.1% | -25.9% | +30.0% | +9.3% |
| 6M | -8.4% | -10.8% | +2.4% | -10.7% |
| YTD | -32.8% | +4.3% | -37.1% | -42.3% |
| 1Y | -48.4% | +4.4% | -52.8% | -56.6% |
| All | -48.4% | +5.4% | -53.8% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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