+121.7%
CELH vs SHW
+1,859.8%
-1,738.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.6% |
| 7D | -3.8% | -1.2% | -2.6% | -3.3% |
| 30D | +6.4% | -11.6% | +18.0% | +12.0% |
| 3M | +5.6% | +9.1% | -3.5% | +2.1% |
| 6M | -31.1% | -0.7% | -30.5% | -31.0% |
| YTD | -35.4% | +1.4% | -36.7% | -35.9% |
| 1Y | -46.9% | -12.3% | -34.6% | -44.3% |
| 3Y | -56.0% | +23.4% | -79.4% | -60.3% |
| 5Y | +1.2% | +15.0% | -13.8% | -6.5% |
| 10Y | +4,043.9% | +278.3% | +3,765.7% | +2,685.5% |
| All | +121.7% | +1,859.8% | -1,738.1% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling