-7.1%
CMG vs CELH
-52.9%
+45.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.2% |
| 7D | -2.1% | -11.2% | +9.2% | -0.2% |
| 30D | +10.9% | -1.4% | +12.4% | +11.2% |
| 3M | +15.8% | -4.2% | +20.0% | +16.0% |
| 6M | +6.9% | -40.5% | +47.4% | +16.1% |
| YTD | -2.2% | -40.5% | +38.3% | +5.8% |
| 1Y | -7.1% | -53.0% | +45.9% | +5.8% |
| All | -7.1% | -52.9% | +45.8% | +5.8% |
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