+82.0%
SPY vs CELH
-9.3%
+91.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.2% |
| 7D | -2.0% | -15.8% | +13.8% | -0.3% |
| 30D | -1.7% | -5.2% | +3.5% | -1.3% |
| 3M | +4.7% | -6.1% | +10.9% | +4.7% |
| 6M | +12.5% | -40.9% | +53.4% | +17.7% |
| YTD | +11.7% | -41.8% | +53.5% | +16.7% |
| 1Y | +17.5% | -52.6% | +70.1% | +24.6% |
| 3Y | +76.6% | -60.4% | +136.9% | +84.6% |
| 5Y | +82.0% | -12.6% | +94.7% | +51.6% |
| All | +82.0% | -9.3% | +91.4% | +51.6% |
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