+130.0%
CELH vs SIMO
+1,899.1%
-1,769.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.7% | -11.7% | -3.9% |
| 7D | -7.0% | +4.2% | -11.3% | -7.5% |
| 30D | +5.2% | +4.1% | +1.1% | +4.0% |
| 3M | +10.5% | -12.9% | +23.4% | +10.1% |
| 6M | -32.7% | +110.3% | -143.1% | -40.6% |
| YTD | -33.0% | +178.6% | -211.5% | -43.1% |
| 1Y | -49.5% | +220.0% | -269.5% | -57.9% |
| 3Y | -52.6% | +409.0% | -461.7% | -62.9% |
| 5Y | +5.2% | +277.3% | -272.1% | -15.7% |
| 10Y | +4,178.1% | +506.6% | +3,671.5% | +3,152.1% |
| All | +130.0% | +1,899.1% | -1,769.1% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling