+936.9%
SPGI vs CELH
+305.2%
+631.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | +1.2% | +0.8% | +0.4% | +1.2% |
| 30D | +15.9% | +19.3% | -3.4% | +15.4% |
| 3M | +12.3% | +12.6% | -0.3% | +11.9% |
| 6M | +23.7% | +16.4% | +7.3% | +23.1% |
| YTD | -3.5% | -29.1% | +25.6% | -3.1% |
| 1Y | +0.4% | -26.3% | +26.7% | +0.8% |
| 3Y | +29.9% | -40.1% | +70.0% | +29.9% |
| 5Y | +15.2% | +16.7% | -1.5% | +12.8% |
| 10Y | +337.2% | +4,466.2% | -4,129.0% | +301.2% |
| All | +936.9% | +305.2% | +631.6% | +725.3% |
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