+3,733.8%
CELH vs SPG
+64.5%
+3,669.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -11.2% | -1.2% | -10.1% | -10.8% |
| 30D | -1.4% | -6.1% | +4.7% | +0.8% |
| 3M | -4.2% | -3.6% | -0.5% | -2.8% |
| 6M | -40.5% | +10.4% | -50.9% | -42.4% |
| YTD | -40.5% | +14.4% | -54.9% | -43.2% |
| 1Y | -53.0% | +16.5% | -69.5% | -55.4% |
| 3Y | -59.1% | +106.8% | -165.9% | -68.5% |
| 5Y | -10.7% | +108.9% | -119.6% | -30.8% |
| All | +3,733.8% | +64.5% | +3,669.3% | +3,039.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling