-45.5%
CELH vs WM
+47.1%
-92.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.1% | +9.1% | +7.4% |
| 7D | +10.4% | +1.2% | +9.2% | +10.2% |
| 30D | +19.5% | +13.1% | +6.4% | +17.2% |
| 3M | +35.3% | +3.6% | +31.7% | +34.2% |
| 6M | -2.0% | +8.1% | -10.0% | -3.4% |
| YTD | -29.7% | +8.9% | -38.6% | -31.3% |
| 1Y | -28.6% | +20.3% | -49.0% | -31.7% |
| 3Y | -45.5% | +46.2% | -91.6% | -57.9% |
| All | -45.5% | +47.1% | -92.6% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 3y: compounded portfolio wealth divided by compounded WM 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…
3y analysis · Full analysis span regression · 6 months rolling