-12.6%
CELH vs SO
+57.1%
-69.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.5% |
| 7D | -15.8% | -1.1% | -14.6% | -15.5% |
| 30D | -5.2% | -3.7% | -1.4% | -4.2% |
| 3M | -6.1% | -5.9% | -0.2% | -4.6% |
| 6M | -40.9% | -7.3% | -33.5% | -39.7% |
| YTD | -41.8% | +3.1% | -44.9% | -42.4% |
| 1Y | -52.6% | -1.0% | -51.6% | -52.7% |
| 3Y | -60.4% | +43.2% | -103.6% | -65.7% |
| 5Y | -12.6% | +59.1% | -71.7% | -21.6% |
| All | -12.6% | +57.1% | -69.8% | -21.6% |
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