-10.7%
CMG vs CELH
-50.1%
+39.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.1% |
| 7D | -2.8% | -7.0% | +4.2% | -1.7% |
| 30D | +7.1% | +5.2% | +2.0% | +6.1% |
| 3M | +31.2% | +10.5% | +20.7% | +28.3% |
| 6M | +0.7% | -32.7% | +33.4% | +7.3% |
| YTD | -0.1% | -33.0% | +32.9% | +6.1% |
| 1Y | -10.7% | -49.5% | +38.8% | -0.7% |
| All | -10.7% | -50.1% | +39.4% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 1y: compounded portfolio wealth divided by compounded CELH 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…
1y analysis · Full analysis span regression · 6 months rolling