-55.5%
CELH vs SM
-1.8%
-53.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.6% | -7.2% | -3.7% |
| 7D | -3.8% | -0.2% | -3.6% | -3.8% |
| 30D | +6.4% | +31.5% | -25.1% | +5.3% |
| 3M | +5.6% | +17.3% | -11.8% | +4.9% |
| 6M | -31.1% | +48.5% | -79.6% | -33.6% |
| YTD | -35.4% | +106.3% | -141.6% | -40.7% |
| 1Y | -46.9% | +47.3% | -94.2% | -48.7% |
| All | -55.5% | -1.8% | -53.8% | -56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling