+107.3%
CELH vs MAR
+822.5%
-715.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.8% | -7.3% | -6.7% |
| 7D | -11.7% | -0.5% | -11.2% | -11.5% |
| 30D | +1.6% | -4.7% | +6.2% | +3.0% |
| 3M | -2.0% | -15.6% | +13.7% | +2.9% |
| 6M | -36.2% | +1.2% | -37.4% | -36.5% |
| YTD | -39.6% | +7.5% | -47.1% | -41.1% |
| 1Y | -50.7% | +26.6% | -77.3% | -54.3% |
| 3Y | -58.9% | +66.0% | -124.8% | -65.2% |
| 5Y | -5.4% | +154.1% | -159.5% | -27.5% |
| 10Y | +3,848.6% | +441.9% | +3,406.7% | +2,355.7% |
| All | +107.3% | +822.5% | -715.2% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling