+7,788.2%
SHOP vs CELH
+3,433.1%
+4,355.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.6% | -4.0% | -6.8% |
| 7D | -4.1% | -3.8% | -0.3% | -3.3% |
| 30D | -11.5% | +6.4% | -18.0% | -12.8% |
| 3M | +21.1% | +5.6% | +15.5% | +18.4% |
| 6M | +3.0% | -31.1% | +34.1% | +9.3% |
| YTD | -16.7% | -35.4% | +18.7% | -11.0% |
| 1Y | -8.3% | -46.9% | +38.6% | +0.8% |
| 3Y | +112.8% | -56.0% | +168.8% | +126.9% |
| 5Y | -9.3% | +1.2% | -10.5% | -23.6% |
| 10Y | +3,003.4% | +4,043.9% | -1,040.5% | +1,440.2% |
| All | +7,788.2% | +3,433.1% | +4,355.2% | +3,805.2% |
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