+504.9%
ABBV vs CELH
+3,788.6%
-3,283.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.7% |
| 7D | +0.3% | -11.2% | +11.5% | +0.8% |
| 30D | +3.4% | -1.4% | +4.8% | +3.4% |
| 3M | +15.2% | -4.2% | +19.4% | +15.1% |
| 6M | +14.7% | -40.5% | +55.1% | +17.1% |
| YTD | +15.2% | -40.5% | +55.7% | +17.5% |
| 1Y | +20.4% | -53.0% | +73.4% | +23.7% |
| 3Y | +91.3% | -59.1% | +150.4% | +94.5% |
| 5Y | +189.6% | -10.7% | +200.3% | +175.0% |
| All | +504.9% | +3,788.6% | -3,283.7% | +329.4% |
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