+871.0%
SPGI vs CELH
+283.2%
+587.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.5% |
| 7D | +0.1% | -7.0% | +7.2% | +0.3% |
| 30D | +8.4% | +5.2% | +3.2% | +8.2% |
| 3M | +11.8% | +10.5% | +1.3% | +11.5% |
| 6M | +5.7% | -32.7% | +38.4% | +6.4% |
| YTD | -9.7% | -33.0% | +23.3% | -9.1% |
| 1Y | -12.5% | -49.5% | +37.1% | -11.5% |
| 3Y | +21.8% | -52.6% | +74.5% | +22.5% |
| 5Y | +8.2% | +5.2% | +3.0% | +6.1% |
| 10Y | +309.5% | +4,178.1% | -3,868.6% | +276.4% |
| All | +871.0% | +283.2% | +587.7% | +674.1% |
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