+1,839.7%
CELH vs SITM
+4,789.7%
-2,950.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +1.0% |
| 7D | -11.2% | +3.9% | -15.1% | -12.0% |
| 30D | -1.4% | -6.6% | +5.1% | -0.6% |
| 3M | -4.2% | -11.9% | +7.7% | -5.6% |
| 6M | -40.5% | +81.1% | -121.6% | -52.4% |
| YTD | -40.5% | +80.0% | -120.5% | -53.3% |
| 1Y | -53.0% | +145.8% | -198.8% | -67.5% |
| 3Y | -59.1% | +475.9% | -534.9% | -81.3% |
| 5Y | -10.7% | +189.2% | -199.9% | -54.2% |
| All | +1,839.7% | +4,789.7% | -2,950.0% | +337.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling