+3,733.8%
CELH vs MAR
+450.9%
+3,282.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.6% |
| 7D | -11.2% | -0.5% | -10.7% | -11.0% |
| 30D | -1.4% | -5.4% | +4.0% | +0.6% |
| 3M | -4.2% | -15.5% | +11.3% | +1.7% |
| 6M | -40.5% | +3.0% | -43.4% | -41.2% |
| YTD | -40.5% | +8.5% | -49.0% | -42.6% |
| 1Y | -53.0% | +26.0% | -79.0% | -57.2% |
| 3Y | -59.1% | +68.6% | -127.7% | -67.3% |
| 5Y | -10.7% | +157.4% | -168.1% | -36.5% |
| All | +3,733.8% | +450.9% | +3,282.9% | +2,401.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling