-5.4%
CELH vs M
+22.2%
-27.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.2% | -2.3% | -5.2% |
| 7D | -11.7% | -4.1% | -7.6% | -10.5% |
| 30D | +1.6% | -13.6% | +15.2% | +6.4% |
| 3M | -2.0% | -2.3% | +0.3% | -1.5% |
| 6M | -36.2% | +21.9% | -58.1% | -40.8% |
| YTD | -39.6% | -0.6% | -39.0% | -40.4% |
| 1Y | -50.7% | +29.7% | -80.4% | -55.6% |
| 3Y | -58.9% | +107.3% | -166.2% | -72.0% |
| 5Y | -5.4% | +20.5% | -25.9% | -14.5% |
| All | -5.4% | +22.2% | -27.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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