-5.4%
CELH vs SIMO
+312.7%
-318.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.1% | -8.6% | -6.8% |
| 7D | -11.7% | +14.5% | -26.2% | -13.8% |
| 30D | +1.6% | +20.4% | -18.8% | -2.1% |
| 3M | -2.0% | +7.1% | -9.1% | -6.4% |
| 6M | -36.2% | +129.2% | -165.4% | -51.9% |
| YTD | -39.6% | +201.9% | -241.5% | -58.9% |
| 1Y | -50.7% | +235.5% | -286.2% | -67.7% |
| 3Y | -58.9% | +463.8% | -522.7% | -77.9% |
| 5Y | -5.4% | +306.7% | -312.1% | -41.2% |
| All | -5.4% | +312.7% | -318.1% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling