-40.1%
CELH vs S
+41.6%
-81.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +0.8% | +2.0% | -1.2% | +0.5% |
| 30D | +19.3% | -2.7% | +22.0% | +19.4% |
| 3M | +12.6% | -6.9% | +19.5% | +12.9% |
| 6M | +16.4% | +38.1% | -21.7% | +8.1% |
| YTD | -29.1% | +48.0% | -77.1% | -35.5% |
| 1Y | -26.3% | +34.5% | -60.8% | -31.8% |
| 3Y | -40.1% | +38.3% | -78.4% | -39.2% |
| All | -40.1% | +41.6% | -81.7% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling