+4,045.2%
CELH vs SPMO
+566.1%
+3,479.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.7% |
| 7D | -11.2% | -0.9% | -10.3% | -10.4% |
| 30D | -1.4% | -1.9% | +0.5% | 0.0% |
| 3M | -4.2% | -1.4% | -2.8% | -5.7% |
| 6M | -40.5% | +25.5% | -66.0% | -55.3% |
| YTD | -40.5% | +24.8% | -65.3% | -55.3% |
| 1Y | -53.0% | +24.5% | -77.5% | -64.4% |
| 3Y | -59.1% | +157.1% | -216.2% | -86.7% |
| 5Y | -10.7% | +149.5% | -160.2% | -68.5% |
| 10Y | +3,788.6% | +518.1% | +3,270.5% | +863.8% |
| All | +4,045.2% | +566.1% | +3,479.1% | +882.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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