+11,086.3%
CELH vs SHAK
+35.4%
+11,050.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -0.9% | +1.4% |
| 7D | -11.2% | -8.3% | -2.9% | -9.1% |
| 30D | -1.4% | -12.6% | +11.2% | +2.2% |
| 3M | -4.2% | +9.1% | -13.3% | -6.2% |
| 6M | -40.5% | -31.2% | -9.2% | -36.0% |
| YTD | -40.5% | -21.6% | -18.9% | -38.5% |
| 1Y | -53.0% | -38.8% | -14.2% | -48.2% |
| 3Y | -59.1% | +0.6% | -59.7% | -63.3% |
| 5Y | -10.7% | -22.5% | +11.8% | -16.8% |
| 10Y | +3,788.6% | +85.3% | +3,703.3% | +3,078.4% |
| All | +11,086.3% | +35.4% | +11,050.9% | +10,070.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling