+30.0%
CELH vs SMR
-14.3%
+44.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -15.7% | +17.9% | +3.2% |
| 7D | -11.2% | -11.2% | 0.0% | -10.7% |
| 30D | -1.4% | -10.2% | +8.8% | -1.1% |
| 3M | -4.2% | -10.0% | +5.9% | -4.1% |
| 6M | -40.5% | -30.5% | -10.0% | -40.0% |
| YTD | -40.5% | -39.2% | -1.3% | -39.8% |
| 1Y | -53.0% | -75.5% | +22.5% | -50.3% |
| 3Y | -59.1% | +45.4% | -104.5% | -62.4% |
| All | +30.0% | -14.3% | +44.4% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling