+3,733.8%
CELH vs SRE
+122.3%
+3,611.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.6% |
| 7D | -11.2% | -0.8% | -10.4% | -10.9% |
| 30D | -1.4% | -3.0% | +1.6% | -0.2% |
| 3M | -4.2% | -8.3% | +4.2% | -0.5% |
| 6M | -40.5% | -8.9% | -31.6% | -38.2% |
| YTD | -40.5% | -4.3% | -36.2% | -40.0% |
| 1Y | -53.0% | +2.7% | -55.7% | -54.6% |
| 3Y | -59.1% | +28.7% | -87.7% | -65.1% |
| 5Y | -10.7% | +47.1% | -57.9% | -28.6% |
| All | +3,733.8% | +122.3% | +3,611.5% | +2,610.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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