+7.3%
CELH vs S
-57.1%
+64.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -11.2% | -0.7% | -10.6% | -11.0% |
| 30D | -1.4% | -11.4% | +10.0% | +1.4% |
| 3M | -4.2% | +33.8% | -38.0% | -14.5% |
| 6M | -40.5% | +39.5% | -79.9% | -48.6% |
| YTD | -40.5% | +31.7% | -72.2% | -48.1% |
| 1Y | -53.0% | +7.0% | -60.0% | -56.1% |
| 3Y | -59.1% | +11.8% | -70.8% | -66.0% |
| 5Y | -10.7% | -69.0% | +58.3% | +9.1% |
| All | +7.3% | -57.1% | +64.4% | +15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling