+143.1%
CELH vs M
+15.9%
+127.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +1.3% |
| 7D | +0.8% | +7.0% | -6.2% | -0.6% |
| 30D | +19.3% | +8.9% | +10.4% | +17.0% |
| 3M | +12.6% | +4.5% | +8.2% | +11.3% |
| 6M | +16.4% | +36.2% | -19.8% | +8.4% |
| YTD | -29.1% | +15.1% | -44.2% | -32.0% |
| 1Y | -26.3% | +27.4% | -53.8% | -30.9% |
| 3Y | -40.1% | +160.1% | -200.3% | -53.5% |
| 5Y | +16.7% | -1.6% | +18.3% | +7.6% |
| 10Y | +4,466.2% | -7.7% | +4,473.9% | +3,766.1% |
| All | +143.1% | +15.9% | +127.2% | +54.9% |
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