+669.2%
SPY vs CELH
+269.5%
+399.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.0% | -0.5% |
| 7D | +0.5% | -3.8% | +4.3% | +0.6% |
| 30D | -0.9% | +6.4% | -7.4% | -1.1% |
| 3M | +3.9% | +5.6% | -1.7% | +3.6% |
| 6M | +14.5% | -31.1% | +45.7% | +15.2% |
| YTD | +12.9% | -35.4% | +48.3% | +13.7% |
| 1Y | +19.4% | -46.9% | +66.2% | +20.6% |
| 3Y | +78.5% | -56.0% | +134.5% | +79.6% |
| 5Y | +81.8% | +1.2% | +80.5% | +78.4% |
| 10Y | +311.5% | +4,043.9% | -3,732.4% | +277.2% |
| All | +669.2% | +269.5% | +399.7% | +519.1% |
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