+107.3%
CELH vs SRE
+453.4%
-346.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.2% |
| 7D | -11.7% | +1.5% | -13.1% | -12.4% |
| 30D | +1.6% | +0.8% | +0.8% | +0.8% |
| 3M | -2.0% | -5.8% | +3.8% | +0.6% |
| 6M | -36.2% | -7.8% | -28.4% | -34.0% |
| YTD | -39.6% | -2.4% | -37.2% | -39.7% |
| 1Y | -50.7% | +8.9% | -59.6% | -54.0% |
| 3Y | -58.9% | +31.1% | -90.0% | -66.0% |
| 5Y | -5.4% | +48.6% | -54.0% | -27.4% |
| 10Y | +3,848.6% | +126.1% | +3,722.4% | +2,160.4% |
| All | +107.3% | +453.4% | -346.1% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling