-58.4%
CELH vs HWM
+389.8%
-448.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.5% | -7.0% | -6.6% |
| 7D | -11.7% | -8.0% | -3.6% | -10.4% |
| 30D | +1.6% | -18.0% | +19.6% | +5.0% |
| 3M | -2.0% | -9.5% | +7.5% | -1.0% |
| 6M | -36.2% | -8.4% | -27.8% | -36.0% |
| YTD | -39.6% | +13.6% | -53.2% | -42.1% |
| 1Y | -50.7% | +30.2% | -80.9% | -54.0% |
| All | -58.4% | +389.8% | -448.2% | -75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling