+4,242.0%
CELH vs SIMO
+394.4%
+3,847.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +2.8% |
| 7D | +0.8% | +4.1% | -3.3% | -0.1% |
| 30D | +19.3% | -24.0% | +43.3% | +24.3% |
| 3M | +12.6% | -31.8% | +44.4% | +17.9% |
| 6M | +16.4% | -36.9% | +53.3% | +18.6% |
| YTD | -29.1% | +84.8% | -113.9% | -49.9% |
| 1Y | -26.3% | +99.0% | -125.3% | -49.2% |
| 3Y | -40.1% | +217.9% | -258.1% | -65.7% |
| 5Y | +16.7% | +171.5% | -154.8% | -32.6% |
| All | +4,242.0% | +394.4% | +3,847.6% | +1,889.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling