-49.5%
CELH vs S
+10.1%
-59.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.0% |
| 7D | -7.0% | -7.7% | +0.7% | -6.3% |
| 30D | +5.2% | -5.3% | +10.5% | +5.3% |
| 3M | +10.5% | +20.3% | -9.8% | +6.5% |
| 6M | -32.7% | +47.4% | -80.1% | -38.0% |
| YTD | -33.0% | +32.5% | -65.5% | -36.7% |
| 1Y | -49.5% | +9.5% | -59.1% | -50.6% |
| All | -49.5% | +10.1% | -59.7% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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