-58.4%
CELH vs S
+13.6%
-72.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.5% | -6.5% |
| 7D | -11.7% | -1.2% | -10.4% | -11.5% |
| 30D | +1.6% | -12.6% | +14.1% | +3.4% |
| 3M | -2.0% | +27.6% | -29.5% | -7.1% |
| 6M | -36.2% | +35.5% | -71.7% | -40.8% |
| YTD | -39.6% | +29.6% | -69.2% | -43.7% |
| 1Y | -50.7% | +8.1% | -58.8% | -52.5% |
| All | -58.4% | +13.6% | -72.0% | -60.2% |
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