+1,797.6%
CELH vs SITM
+4,532.8%
-2,735.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -4.1% |
| 7D | -15.8% | +4.8% | -20.6% | -16.7% |
| 30D | -5.2% | -9.7% | +4.5% | -3.7% |
| 3M | -6.1% | -9.3% | +3.2% | -8.4% |
| 6M | -40.9% | +69.5% | -110.4% | -52.0% |
| YTD | -41.8% | +70.5% | -112.3% | -53.7% |
| 1Y | -52.6% | +145.3% | -197.9% | -67.4% |
| 3Y | -60.4% | +432.8% | -493.2% | -81.5% |
| 5Y | -12.6% | +174.0% | -186.7% | -54.6% |
| All | +1,797.6% | +4,532.8% | -2,735.2% | +332.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling