-48.4%
CELH vs SM
+70.4%
-118.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.3% | +17.9% | -0.9% |
| 7D | +9.9% | -21.5% | +31.4% | +4.4% |
| 30D | +11.7% | -11.4% | +23.1% | +9.3% |
| 3M | +4.1% | +0.6% | +3.5% | +5.2% |
| 6M | -8.4% | +0.2% | -8.6% | -6.0% |
| YTD | -32.8% | +69.7% | -102.4% | -24.7% |
| 1Y | -48.4% | +71.6% | -119.9% | -42.6% |
| All | -48.4% | +70.4% | -118.8% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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