-6.1%
CELH vs SRE
+45.6%
-51.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.3% |
| 3M | -4.2% | -8.3% | +4.2% | -0.6% |
| 6M | -40.5% | -8.9% | -31.6% | -38.3% |
| YTD | -40.5% | -4.3% | -36.2% | -40.1% |
| 1Y | -53.0% | +2.7% | -55.7% | -54.9% |
| 3Y | -59.1% | +28.7% | -87.7% | -65.6% |
| All | -6.1% | +45.6% | -51.7% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling