+21,721.0%
CELH vs SFM
+108.9%
+21,612.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.9% | -2.6% | -6.2% |
| 7D | -11.7% | -7.2% | -4.5% | -11.1% |
| 30D | +1.6% | -14.3% | +15.9% | +2.9% |
| 3M | -2.0% | -13.7% | +11.8% | -1.0% |
| 6M | -36.2% | -6.0% | -30.2% | -36.2% |
| YTD | -39.6% | -8.2% | -31.3% | -39.5% |
| 1Y | -50.7% | -46.2% | -4.4% | -48.6% |
| 3Y | -58.9% | +83.6% | -142.4% | -62.5% |
| 5Y | -5.4% | +212.7% | -218.1% | -17.0% |
| 10Y | +3,848.6% | +273.0% | +3,575.6% | +3,261.5% |
| All | +21,721.0% | +108.9% | +21,612.1% | +18,267.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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