+25.1%
CELH vs SO
+79.0%
-53.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.3% |
| 7D | +0.8% | +1.4% | -0.5% | +0.5% |
| 30D | +19.3% | +4.7% | +14.6% | +17.8% |
| 3M | +12.6% | +1.7% | +11.0% | +12.1% |
| 6M | +16.4% | +2.2% | +14.2% | +15.5% |
| YTD | -29.1% | +10.0% | -39.1% | -31.1% |
| 1Y | -26.3% | +6.0% | -32.4% | -27.7% |
| 3Y | -40.1% | +54.1% | -94.2% | -49.7% |
| All | +25.1% | +79.0% | -53.9% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling