+681.6%
SPYM vs CELH
+245.5%
+436.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.3% |
| 7D | -0.4% | -11.7% | +11.3% | -0.1% |
| 30D | -1.4% | +1.6% | -3.0% | -1.4% |
| 3M | +3.7% | -2.0% | +5.7% | +3.6% |
| 6M | +13.0% | -36.2% | +49.2% | +13.9% |
| YTD | +12.5% | -39.6% | +52.0% | +13.4% |
| 1Y | +18.6% | -50.7% | +69.3% | +19.9% |
| 3Y | +78.0% | -58.9% | +136.9% | +79.4% |
| 5Y | +82.3% | -5.4% | +87.7% | +79.4% |
| 10Y | +322.9% | +3,848.6% | -3,525.7% | +291.6% |
| All | +681.6% | +245.5% | +436.1% | +567.8% |
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