+1,278.0%
AAPL vs CELH
+3,788.6%
-2,510.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.5% |
| 7D | +3.8% | -11.2% | +15.1% | +5.1% |
| 30D | +9.9% | -1.4% | +11.4% | +9.9% |
| 3M | +12.5% | -4.2% | +16.6% | +12.3% |
| 6M | +27.6% | -40.5% | +68.1% | +33.3% |
| YTD | +22.6% | -40.5% | +63.0% | +27.6% |
| 1Y | +45.0% | -53.0% | +98.0% | +53.6% |
| 3Y | +87.8% | -59.1% | +146.8% | +94.3% |
| 5Y | +128.7% | -10.7% | +139.4% | +106.1% |
| All | +1,278.0% | +3,788.6% | -2,510.6% | +839.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling