+47.1%
GM vs CELH
-52.9%
+100.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.7% |
| 7D | -2.4% | -11.2% | +8.8% | -1.6% |
| 30D | -1.1% | -1.4% | +0.3% | -1.1% |
| 3M | +6.1% | -4.2% | +10.3% | +6.0% |
| 6M | +15.0% | -40.5% | +55.4% | +17.3% |
| YTD | +6.0% | -40.5% | +46.5% | +8.3% |
| 1Y | +47.1% | -53.0% | +100.1% | +49.1% |
| All | +47.1% | -52.9% | +100.0% | +49.1% |
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