-49.5%
CELH vs SITM
+174.8%
-224.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.5% | -9.6% | -2.3% |
| 7D | -7.0% | +9.7% | -16.8% | -6.1% |
| 30D | +5.2% | +12.7% | -7.5% | +7.9% |
| 3M | +10.5% | -13.4% | +23.9% | +12.0% |
| 6M | -32.7% | +59.6% | -92.3% | -29.5% |
| YTD | -33.0% | +73.3% | -106.3% | -28.1% |
| 1Y | -49.5% | +165.5% | -215.1% | -36.1% |
| All | -49.5% | +174.8% | -224.3% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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