-59.1%
CELH vs IRM
+102.2%
-161.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.8% |
| 7D | -11.2% | -1.4% | -9.8% | -10.9% |
| 30D | -1.4% | -7.4% | +5.9% | +0.1% |
| 3M | -4.2% | -7.4% | +3.2% | -2.8% |
| 6M | -40.5% | +8.7% | -49.1% | -42.5% |
| YTD | -40.5% | +40.9% | -81.4% | -46.3% |
| 1Y | -53.0% | +20.5% | -73.5% | -56.3% |
| 3Y | -59.1% | +101.7% | -160.8% | -74.0% |
| All | -59.1% | +102.2% | -161.2% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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