+541.9%
ABT vs CELH
+245.5%
+296.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.2% |
| 7D | -4.7% | -11.7% | +6.9% | -4.6% |
| 30D | -3.1% | +1.6% | -4.7% | -3.2% |
| 3M | +16.1% | -2.0% | +18.1% | +16.1% |
| 6M | -5.3% | -36.2% | +30.9% | -4.8% |
| YTD | -14.4% | -39.6% | +25.1% | -13.9% |
| 1Y | -18.4% | -50.7% | +32.3% | -17.7% |
| 3Y | +11.2% | -58.9% | +70.1% | +11.8% |
| 5Y | -9.4% | -5.4% | -4.0% | -10.7% |
| 10Y | +209.7% | +3,848.6% | -3,638.8% | +190.0% |
| All | +541.9% | +245.5% | +296.4% | +454.7% |
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