-12.6%
CELH vs IRM
+186.9%
-199.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.6% | -2.8% |
| 7D | -15.8% | -1.8% | -13.9% | -15.1% |
| 30D | -5.2% | -7.8% | +2.6% | -2.3% |
| 3M | -6.1% | -7.9% | +1.7% | -3.5% |
| 6M | -40.9% | +6.3% | -47.2% | -43.5% |
| YTD | -41.8% | +38.2% | -79.9% | -51.0% |
| 1Y | -52.6% | +19.8% | -72.5% | -57.9% |
| 3Y | -60.4% | +98.8% | -159.1% | -76.7% |
| 5Y | -12.6% | +191.8% | -204.4% | -62.3% |
| All | -12.6% | +186.9% | -199.5% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling