+4,431.0%
CELH vs HWM
+1,494.1%
+2,936.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | -7.0% | -2.1% | -4.9% | -6.5% |
| 30D | +5.2% | -11.0% | +16.2% | +8.5% |
| 3M | +10.5% | +4.0% | +6.4% | +8.3% |
| 6M | -32.7% | -0.2% | -32.5% | -33.6% |
| YTD | -33.0% | +26.7% | -59.6% | -38.6% |
| 1Y | -49.5% | +44.7% | -94.3% | -55.7% |
| 3Y | -52.6% | +426.1% | -478.7% | -73.6% |
| 5Y | +5.2% | +738.5% | -733.3% | -48.7% |
| All | +4,431.0% | +1,494.1% | +2,936.9% | +1,736.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling