+96.1%
SHOP vs CELH
-61.1%
+157.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.5% | +0.4% |
| 7D | -13.2% | -15.8% | +2.5% | -11.1% |
| 30D | -17.0% | -5.2% | -11.8% | -16.4% |
| 3M | +17.0% | -6.1% | +23.1% | +17.2% |
| 6M | -2.1% | -40.9% | +38.7% | +3.6% |
| YTD | -21.4% | -41.8% | +20.4% | -16.9% |
| 1Y | -11.0% | -52.6% | +41.7% | -4.0% |
| All | +96.1% | -61.1% | +157.2% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling