-6.1%
CELH vs SCHG
+84.3%
-90.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.4% | +1.2% |
| 7D | -11.2% | -1.0% | -10.2% | -10.0% |
| 30D | -1.4% | -1.3% | -0.2% | +0.1% |
| 3M | -4.2% | +5.4% | -9.6% | -10.1% |
| 6M | -40.5% | +14.4% | -54.9% | -49.9% |
| YTD | -40.5% | +8.0% | -48.5% | -46.4% |
| 1Y | -53.0% | +12.7% | -65.7% | -59.7% |
| 3Y | -59.1% | +85.6% | -144.7% | -83.9% |
| All | -6.1% | +84.3% | -90.4% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling