+20.9%
CELH vs S
-56.8%
+77.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -7.0% | -7.7% | +0.7% | -4.7% |
| 30D | +5.2% | -5.3% | +10.5% | +6.0% |
| 3M | +10.5% | +20.3% | -9.8% | +2.1% |
| 6M | -32.7% | +47.4% | -80.1% | -43.1% |
| YTD | -33.0% | +32.5% | -65.5% | -41.6% |
| 1Y | -49.5% | +9.5% | -59.1% | -53.3% |
| 3Y | -52.6% | +15.5% | -68.2% | -61.3% |
| 5Y | +5.2% | -71.2% | +76.4% | +30.5% |
| All | +20.9% | -56.8% | +77.7% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling