-58.4%
CELH vs SIMO
+469.0%
-527.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.1% | -8.6% | -6.7% |
| 7D | -11.7% | +14.5% | -26.2% | -13.0% |
| 30D | +1.6% | +20.4% | -18.8% | -0.8% |
| 3M | -2.0% | +7.1% | -9.1% | -5.1% |
| 6M | -36.2% | +129.2% | -165.4% | -49.6% |
| YTD | -39.6% | +201.9% | -241.5% | -57.1% |
| 1Y | -50.7% | +235.5% | -286.2% | -66.2% |
| All | -58.4% | +469.0% | -527.4% | -76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling