+104.1%
CELH vs SPYG
+1,018.6%
-914.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.5% |
| 7D | -11.2% | -0.9% | -10.3% | -10.5% |
| 30D | -1.4% | -1.5% | +0.1% | -0.2% |
| 3M | -4.2% | +3.7% | -7.9% | -7.6% |
| 6M | -40.5% | +16.4% | -56.9% | -48.5% |
| YTD | -40.5% | +13.3% | -53.8% | -47.4% |
| 1Y | -53.0% | +17.9% | -70.9% | -59.8% |
| 3Y | -59.1% | +98.3% | -157.4% | -78.4% |
| 5Y | -10.7% | +86.4% | -97.1% | -47.3% |
| 10Y | +3,788.6% | +421.9% | +3,366.6% | +1,104.7% |
| All | +104.1% | +1,018.6% | -914.5% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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