+130.0%
CELH vs M
+7.2%
+122.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.5% |
| 7D | -7.0% | +4.7% | -11.8% | -7.9% |
| 30D | +5.2% | -9.6% | +14.8% | +7.5% |
| 3M | +10.5% | +0.9% | +9.6% | +10.1% |
| 6M | -32.7% | +22.3% | -55.0% | -35.9% |
| YTD | -33.0% | +6.5% | -39.5% | -34.5% |
| 1Y | -49.5% | +38.8% | -88.3% | -53.4% |
| 3Y | -52.6% | +115.9% | -168.5% | -61.8% |
| 5Y | +5.2% | +28.6% | -23.4% | -6.9% |
| 10Y | +4,178.1% | -2.5% | +4,180.7% | +3,469.1% |
| All | +130.0% | +7.2% | +122.7% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling