+107.3%
CELH vs OMC
+160.8%
-53.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.5% | -3.0% | -5.2% |
| 7D | -11.7% | -4.2% | -7.4% | -10.2% |
| 30D | +1.6% | -7.5% | +9.1% | +4.5% |
| 3M | -2.0% | +4.6% | -6.6% | -3.5% |
| 6M | -36.2% | -4.8% | -31.3% | -35.3% |
| YTD | -39.6% | -1.0% | -38.6% | -40.1% |
| 1Y | -50.7% | +3.8% | -54.5% | -52.4% |
| 3Y | -58.9% | +10.2% | -69.1% | -61.8% |
| 5Y | -5.4% | +29.7% | -35.1% | -17.0% |
| 10Y | +3,848.6% | +32.3% | +3,816.3% | +3,210.1% |
| All | +107.3% | +160.8% | -53.5% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling