-9.3%
CELH vs SPG
+103.2%
-112.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.4% | -4.1% | -5.0% |
| 7D | -11.7% | -1.7% | -10.0% | -10.7% |
| 30D | +1.6% | -6.3% | +7.8% | +5.9% |
| 3M | -2.0% | -2.4% | +0.5% | -0.3% |
| 6M | -36.2% | +9.6% | -45.8% | -39.8% |
| YTD | -39.6% | +14.2% | -53.8% | -44.6% |
| 1Y | -50.7% | +19.3% | -70.0% | -56.1% |
| 3Y | -58.9% | +106.7% | -165.6% | -76.9% |
| All | -9.3% | +103.2% | -112.6% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling