-49.5%
CELH vs SO
-1.3%
-48.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -3.0% |
| 7D | -7.0% | -0.2% | -6.9% | -7.0% |
| 30D | +5.2% | -4.6% | +9.8% | +5.2% |
| 3M | +10.5% | -3.0% | +13.5% | +10.7% |
| 6M | -32.7% | -8.3% | -24.5% | -33.1% |
| YTD | -33.0% | +3.5% | -36.5% | -30.2% |
| 1Y | -49.5% | -0.9% | -48.6% | -50.2% |
| All | -49.5% | -1.3% | -48.2% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling