-5.4%
CELH vs SM
+119.2%
-124.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -6.6% |
| 7D | -11.7% | -0.2% | -11.4% | -11.7% |
| 30D | +1.6% | +20.3% | -18.7% | -1.8% |
| 3M | -2.0% | +22.9% | -24.9% | -6.4% |
| 6M | -36.2% | +47.8% | -84.0% | -42.4% |
| YTD | -39.6% | +107.5% | -147.0% | -50.1% |
| 1Y | -50.7% | +51.7% | -102.4% | -56.4% |
| 3Y | -58.9% | -0.9% | -58.0% | -61.4% |
| 5Y | -5.4% | +112.2% | -117.6% | -21.3% |
| All | -5.4% | +119.2% | -124.6% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling