+2.2%
SPGI vs CELH
-4.4%
+6.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -1.8% |
| 7D | -3.1% | -11.7% | +8.6% | -1.7% |
| 30D | +2.0% | +1.6% | +0.5% | +1.8% |
| 3M | +4.3% | -2.0% | +6.3% | +4.1% |
| 6M | -0.2% | -36.2% | +35.9% | +4.0% |
| YTD | -14.8% | -39.6% | +24.8% | -10.9% |
| 1Y | -18.5% | -50.7% | +32.1% | -13.5% |
| 3Y | +16.0% | -58.9% | +74.8% | +21.3% |
| 5Y | +2.2% | -5.4% | +7.6% | -18.4% |
| All | +2.2% | -4.4% | +6.6% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling