+3,835.5%
CELH vs HWM
+1,301.3%
+2,534.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.6% | -3.1% |
| 7D | -15.8% | -12.5% | -3.2% | -12.5% |
| 30D | -5.2% | -19.0% | +13.8% | +0.5% |
| 3M | -6.1% | -8.6% | +2.5% | -4.4% |
| 6M | -40.9% | -10.2% | -30.7% | -39.9% |
| YTD | -41.8% | +11.3% | -53.1% | -44.6% |
| 1Y | -52.6% | +24.3% | -76.9% | -56.5% |
| 3Y | -60.4% | +382.3% | -442.6% | -77.4% |
| 5Y | -12.6% | +640.6% | -653.3% | -55.9% |
| All | +3,835.5% | +1,301.3% | +2,534.2% | +1,554.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling