+39.4%
GM vs CELH
-47.2%
+86.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.1% | +4.4% |
| 7D | +12.1% | +9.9% | +2.2% | +11.1% |
| 30D | +15.2% | +11.7% | +3.5% | +14.0% |
| 3M | +4.9% | +4.1% | +0.8% | +4.1% |
| 6M | +22.6% | -8.4% | +31.0% | +22.6% |
| YTD | +14.4% | -32.8% | +47.2% | +16.2% |
| 1Y | +39.4% | -48.4% | +87.8% | +42.9% |
| All | +39.4% | -47.2% | +86.6% | +42.9% |
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