+2,992.3%
CMG vs CELH
+232.9%
+2,759.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +3.9% | +0.4% |
| 7D | -3.8% | -15.8% | +11.9% | -3.3% |
| 30D | +12.9% | -5.2% | +18.1% | +13.1% |
| 3M | +18.8% | -6.1% | +24.9% | +18.8% |
| 6M | +4.1% | -40.9% | +44.9% | +5.5% |
| YTD | -2.4% | -41.8% | +39.4% | -1.0% |
| 1Y | -6.7% | -52.6% | +46.0% | -4.9% |
| 3Y | -7.1% | -60.4% | +53.3% | -5.8% |
| 5Y | -5.0% | -12.6% | +7.7% | -6.7% |
| 10Y | +323.5% | +3,704.3% | -3,380.8% | +276.8% |
| All | +2,992.3% | +232.9% | +2,759.4% | +2,236.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling