+130.0%
CELH vs SPG
+368.7%
-238.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.8% |
| 7D | -7.0% | -2.4% | -4.6% | -6.5% |
| 30D | +5.2% | -6.8% | +12.0% | +7.2% |
| 3M | +10.5% | +2.7% | +7.8% | +9.8% |
| 6M | -32.7% | +5.5% | -38.2% | -33.6% |
| YTD | -33.0% | +15.7% | -48.7% | -35.4% |
| 1Y | -49.5% | +20.9% | -70.4% | -51.9% |
| 3Y | -52.6% | +112.4% | -165.0% | -61.1% |
| 5Y | +5.2% | +101.4% | -96.1% | -11.8% |
| 10Y | +4,178.1% | +60.6% | +4,117.5% | +3,422.4% |
| All | +130.0% | +368.7% | -238.8% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling