-48.4%
CELH vs SIMO
+94.5%
-142.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.6% | +12.2% | +2.4% |
| 7D | +9.9% | -16.9% | +26.8% | +9.7% |
| 30D | +11.7% | -35.4% | +47.1% | +11.5% |
| 3M | +4.1% | -31.9% | +36.0% | +4.0% |
| 6M | -8.4% | -19.3% | +10.9% | -11.8% |
| YTD | -32.8% | +98.5% | -131.2% | -52.4% |
| 1Y | -48.4% | +100.5% | -148.9% | -64.0% |
| All | -48.4% | +94.5% | -142.8% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling