+121.7%
CELH vs IRM
+1,128.1%
-1,006.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | -3.8% | +1.6% | -5.4% | -4.5% |
| 30D | +6.4% | -4.2% | +10.6% | +8.0% |
| 3M | +5.6% | -5.4% | +10.9% | +7.3% |
| 6M | -31.1% | +12.0% | -43.2% | -35.2% |
| YTD | -35.4% | +42.0% | -77.4% | -45.3% |
| 1Y | -46.9% | +29.9% | -76.7% | -53.8% |
| 3Y | -56.0% | +104.4% | -160.4% | -69.8% |
| 5Y | +1.2% | +191.0% | -189.8% | -40.6% |
| 10Y | +4,043.9% | +417.1% | +3,626.8% | +1,742.4% |
| All | +121.7% | +1,128.1% | -1,006.4% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling