-48.4%
CELH vs MAR
+62.0%
-110.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.5% | +1.9% |
| 7D | +9.9% | +7.7% | +2.2% | +7.4% |
| 30D | +11.7% | +19.4% | -7.6% | +5.8% |
| 3M | +4.1% | +23.3% | -19.2% | -2.4% |
| 6M | -8.4% | +22.8% | -31.2% | -13.8% |
| YTD | -32.8% | +37.8% | -70.5% | -37.7% |
| 1Y | -48.4% | +57.4% | -105.7% | -55.5% |
| All | -48.4% | +62.0% | -110.4% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling