-59.1%
CELH vs SCHG
+86.3%
-145.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.4% | +1.6% |
| 7D | -11.2% | -1.0% | -10.2% | -10.4% |
| 30D | -1.4% | -1.3% | -0.2% | -0.5% |
| 3M | -4.2% | +5.4% | -9.6% | -7.7% |
| 6M | -40.5% | +14.4% | -54.9% | -46.4% |
| YTD | -40.5% | +8.0% | -48.5% | -44.2% |
| 1Y | -53.0% | +12.7% | -65.7% | -57.0% |
| 3Y | -59.1% | +85.6% | -144.7% | -78.9% |
| All | -59.1% | +86.3% | -145.3% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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