+3,733.8%
CELH vs SGI
+270.1%
+3,463.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.9% |
| 7D | -11.2% | -4.5% | -6.8% | -9.9% |
| 30D | -1.4% | +4.2% | -5.6% | -2.7% |
| 3M | -4.2% | -7.4% | +3.3% | -1.5% |
| 6M | -40.5% | -15.1% | -25.4% | -37.7% |
| YTD | -40.5% | -24.7% | -15.8% | -35.6% |
| 1Y | -53.0% | -21.8% | -31.2% | -50.5% |
| 3Y | -59.1% | +50.0% | -109.1% | -66.0% |
| 5Y | -10.7% | +48.9% | -59.7% | -28.8% |
| All | +3,733.8% | +270.1% | +3,463.7% | +2,297.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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