-12.6%
CELH vs SGI
+45.9%
-58.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.5% | -2.2% |
| 7D | -15.8% | -4.9% | -10.8% | -13.7% |
| 30D | -5.2% | +1.6% | -6.8% | -5.9% |
| 3M | -6.1% | -3.2% | -3.0% | -4.6% |
| 6M | -40.9% | -16.0% | -24.8% | -36.7% |
| YTD | -41.8% | -25.4% | -16.4% | -34.5% |
| 1Y | -52.6% | -21.6% | -31.1% | -49.3% |
| 3Y | -60.4% | +52.9% | -113.2% | -72.5% |
| 5Y | -12.6% | +47.5% | -60.1% | -42.7% |
| All | -12.6% | +45.9% | -58.6% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling