-6.1%
CELH vs SHAK
-22.8%
+16.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -0.9% | +1.0% |
| 7D | -11.2% | -8.3% | -2.9% | -8.2% |
| 30D | -1.4% | -12.6% | +11.2% | +3.9% |
| 3M | -4.2% | +9.1% | -13.3% | -7.2% |
| 6M | -40.5% | -31.2% | -9.2% | -34.1% |
| YTD | -40.5% | -21.6% | -18.9% | -38.2% |
| 1Y | -53.0% | -38.8% | -14.2% | -46.1% |
| 3Y | -59.1% | +0.6% | -59.7% | -70.0% |
| All | -6.1% | -22.8% | +16.7% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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