+143.1%
CELH vs SM
+9.4%
+133.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.8% | +9.4% | -8.6% | -0.5% |
| 30D | +19.3% | -14.4% | +33.7% | +21.4% |
| 3M | +12.6% | +1.6% | +11.1% | +11.4% |
| 6M | +16.4% | +6.3% | +10.0% | +13.2% |
| YTD | -29.1% | +78.8% | -107.9% | -37.1% |
| 1Y | -26.3% | +83.1% | -109.5% | -34.9% |
| 3Y | -40.1% | -5.9% | -34.2% | -43.2% |
| 5Y | +16.7% | +4.8% | +11.9% | +6.5% |
| 10Y | +4,466.2% | +17.5% | +4,448.7% | +2,971.4% |
| All | +143.1% | +9.4% | +133.7% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling