+322.0%
CMG vs CELH
+3,788.6%
-3,466.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | -2.1% | -11.2% | +9.2% | -0.9% |
| 30D | +10.9% | -1.4% | +12.4% | +11.0% |
| 3M | +15.8% | -4.2% | +20.0% | +15.7% |
| 6M | +6.9% | -40.5% | +47.4% | +11.7% |
| YTD | -2.2% | -40.5% | +38.3% | +2.0% |
| 1Y | -7.1% | -53.0% | +45.9% | -1.4% |
| 3Y | -7.1% | -59.1% | +51.9% | -3.1% |
| 5Y | -4.8% | -10.7% | +5.9% | -12.5% |
| All | +322.0% | +3,788.6% | -3,466.6% | +244.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling