+121.7%
CELH vs SO
+476.5%
-354.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -4.1% |
| 7D | -3.8% | +1.0% | -4.8% | -4.3% |
| 30D | +6.4% | -3.2% | +9.6% | +8.2% |
| 3M | +5.6% | -1.7% | +7.3% | +6.3% |
| 6M | -31.1% | -7.2% | -23.9% | -28.8% |
| YTD | -35.4% | +4.6% | -39.9% | -37.2% |
| 1Y | -46.9% | +1.2% | -48.1% | -47.8% |
| 3Y | -56.0% | +45.3% | -101.3% | -65.1% |
| 5Y | +1.2% | +58.7% | -57.5% | -24.6% |
| 10Y | +4,043.9% | +155.9% | +3,888.1% | +2,255.2% |
| All | +121.7% | +476.5% | -354.8% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling