+251.0%
SPOT vs CELH
+1,742.7%
-1,491.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | +0.1% |
| 7D | -6.5% | -11.7% | +5.2% | -4.4% |
| 30D | +2.2% | +1.6% | +0.6% | +1.8% |
| 3M | +5.4% | -2.0% | +7.3% | +4.8% |
| 6M | -4.0% | -36.2% | +32.2% | +2.3% |
| YTD | -9.9% | -39.6% | +29.6% | -3.5% |
| 1Y | -27.3% | -50.7% | +23.4% | -20.3% |
| 3Y | +236.4% | -58.9% | +295.3% | +257.8% |
| 5Y | +112.6% | -5.4% | +118.0% | +75.7% |
| All | +251.0% | +1,742.7% | -1,491.7% | +69.1% |
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