-59.1%
CELH vs INSM
+392.8%
-451.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +2.4% |
| 7D | -11.2% | +2.5% | -13.7% | -11.0% |
| 30D | -1.4% | -2.2% | +0.7% | -1.6% |
| 3M | -4.2% | +33.8% | -38.0% | -0.7% |
| 6M | -40.5% | -7.2% | -33.3% | -39.3% |
| YTD | -40.5% | -25.6% | -14.8% | -40.0% |
| 1Y | -53.0% | -11.2% | -41.8% | -52.0% |
| 3Y | -59.1% | +388.3% | -447.4% | -44.4% |
| All | -59.1% | +392.8% | -451.9% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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