+16.5%
CELH vs S
-57.8%
+74.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.8% |
| 7D | -3.8% | -5.8% | +2.0% | -1.9% |
| 30D | +6.4% | -9.2% | +15.7% | +8.6% |
| 3M | +5.6% | +23.4% | -17.8% | -3.3% |
| 6M | -31.1% | +36.9% | -68.1% | -40.2% |
| YTD | -35.4% | +29.5% | -64.9% | -43.3% |
| 1Y | -46.9% | +5.4% | -52.3% | -50.2% |
| 3Y | -56.0% | +14.7% | -70.7% | -64.0% |
| 5Y | +1.2% | -71.5% | +72.8% | +26.3% |
| All | +16.5% | -57.8% | +74.3% | +26.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling