+3,733.8%
CELH vs SM
+23.0%
+3,710.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -11.2% | +4.6% | -15.8% | -11.7% |
| 30D | -1.4% | +18.2% | -19.7% | -3.4% |
| 3M | -4.2% | +22.5% | -26.7% | -6.8% |
| 6M | -40.5% | +50.6% | -91.0% | -44.0% |
| YTD | -40.5% | +108.1% | -148.6% | -46.4% |
| 1Y | -53.0% | +46.0% | -99.0% | -56.0% |
| 3Y | -59.1% | +2.9% | -61.9% | -60.8% |
| 5Y | -10.7% | +112.6% | -123.3% | -21.6% |
| All | +3,733.8% | +23.0% | +3,710.8% | +2,458.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling