+1,129.0%
ABBV vs CELH
+29,514.4%
-28,385.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +1.0% |
| 7D | -4.1% | -11.7% | +7.5% | -3.9% |
| 30D | +1.2% | +1.6% | -0.4% | +1.1% |
| 3M | +12.1% | -2.0% | +14.1% | +12.0% |
| 6M | +12.0% | -36.2% | +48.2% | +12.8% |
| YTD | +12.4% | -39.6% | +52.0% | +13.3% |
| 1Y | +22.9% | -50.7% | +73.6% | +24.2% |
| 3Y | +86.8% | -58.9% | +145.6% | +87.9% |
| 5Y | +181.0% | -5.4% | +186.4% | +176.2% |
| 10Y | +497.0% | +3,848.6% | -3,351.6% | +453.4% |
| All | +1,129.0% | +29,514.4% | -28,385.4% | +1,017.8% |
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