+1,409.4%
CELH vs SE
+553.8%
+855.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.6% | +2.6% |
| 7D | -11.2% | -5.2% | -6.0% | -9.7% |
| 30D | -1.4% | -17.1% | +15.6% | +4.4% |
| 3M | -4.2% | +24.0% | -28.1% | -10.7% |
| 6M | -40.5% | +21.0% | -61.4% | -44.8% |
| YTD | -40.5% | -16.7% | -23.8% | -38.6% |
| 1Y | -53.0% | -45.9% | -7.1% | -44.7% |
| 3Y | -59.1% | +177.8% | -236.9% | -73.6% |
| 5Y | -10.7% | -67.4% | +56.7% | -2.1% |
| All | +1,409.4% | +553.8% | +855.6% | +763.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling