-59.9%
CELH vs SHW
+19.9%
-79.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.2% |
| 7D | -15.8% | -4.5% | -11.3% | -14.0% |
| 30D | -5.2% | -12.7% | +7.5% | +0.7% |
| 3M | -6.1% | +4.7% | -10.8% | -6.9% |
| 6M | -40.9% | -3.4% | -37.4% | -39.6% |
| YTD | -41.8% | -1.3% | -40.4% | -41.1% |
| 1Y | -52.6% | -10.4% | -42.3% | -50.3% |
| All | -59.9% | +19.9% | -79.8% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 3y: compounded portfolio wealth divided by compounded SHW 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…
3y analysis · Full analysis span regression · 6 months rolling