-4.6%
CELH vs MAGS
+187.7%
-192.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.4% | -6.9% | -6.7% |
| 7D | -11.7% | +0.8% | -12.5% | -12.0% |
| 30D | +1.6% | +0.4% | +1.2% | +1.3% |
| 3M | -2.0% | +5.6% | -7.5% | -4.8% |
| 6M | -36.2% | +12.3% | -48.5% | -40.3% |
| YTD | -39.6% | +5.1% | -44.7% | -41.6% |
| 1Y | -50.7% | +14.0% | -64.6% | -54.1% |
| 3Y | -58.9% | +129.4% | -188.3% | -76.6% |
| All | -4.6% | +187.7% | -192.2% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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