+121.7%
CELH vs SMTC
+1,158.7%
-1,037.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +10.0% | -13.5% | -5.8% |
| 7D | -3.8% | +22.9% | -26.7% | -8.5% |
| 30D | +6.4% | +16.6% | -10.2% | +1.4% |
| 3M | +5.6% | +2.4% | +3.2% | +0.5% |
| 6M | -31.1% | +98.3% | -129.4% | -46.0% |
| YTD | -35.4% | +120.7% | -156.1% | -51.1% |
| 1Y | -46.9% | +168.3% | -215.1% | -62.4% |
| 3Y | -56.0% | +571.7% | -627.7% | -80.2% |
| 5Y | +1.2% | +114.0% | -112.8% | -34.6% |
| 10Y | +4,043.9% | +497.0% | +3,546.9% | +2,001.9% |
| All | +121.7% | +1,158.7% | -1,037.0% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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