+3,733.8%
CELH vs OMC
+34.2%
+3,699.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | -11.2% | -4.4% | -6.9% | -9.6% |
| 30D | -1.4% | -7.6% | +6.2% | +1.6% |
| 3M | -4.2% | +4.5% | -8.7% | -5.8% |
| 6M | -40.5% | -0.3% | -40.2% | -40.6% |
| YTD | -40.5% | -0.1% | -40.4% | -41.3% |
| 1Y | -53.0% | +4.6% | -57.6% | -54.9% |
| 3Y | -59.1% | +10.5% | -69.5% | -62.5% |
| 5Y | -10.7% | +31.7% | -42.4% | -23.8% |
| All | +3,733.8% | +34.2% | +3,699.6% | +3,071.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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