+14.1%
SPGI vs CELH
-61.1%
+75.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.6% |
| 7D | -8.9% | -15.8% | +6.8% | -7.8% |
| 30D | +0.6% | -5.2% | +5.8% | +1.0% |
| 3M | +2.0% | -6.1% | +8.1% | +2.2% |
| 6M | +0.1% | -40.9% | +40.9% | +2.7% |
| YTD | -16.4% | -41.8% | +25.4% | -14.3% |
| 1Y | -18.9% | -52.6% | +33.7% | -16.3% |
| All | +14.1% | -61.1% | +75.2% | +18.8% |
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