+27.2%
CELH vs SMR
+1.6%
+25.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.6% | +1.9% | -3.3% |
| 7D | -15.8% | +4.7% | -20.5% | -16.1% |
| 30D | -5.2% | +3.2% | -8.4% | -5.6% |
| 3M | -6.1% | +9.9% | -16.0% | -7.1% |
| 6M | -40.9% | -15.1% | -25.7% | -41.0% |
| YTD | -41.8% | -27.9% | -13.8% | -41.6% |
| 1Y | -52.6% | -70.2% | +17.6% | -50.4% |
| 3Y | -60.4% | +72.5% | -132.8% | -63.9% |
| All | +27.2% | +1.6% | +25.6% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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