+151.4%
ADBE vs CELH
+3,788.6%
-3,637.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.1% |
| 7D | -5.4% | -11.2% | +5.9% | -4.0% |
| 30D | -2.5% | -1.4% | -1.1% | -2.5% |
| 3M | +15.3% | -4.2% | +19.4% | +15.0% |
| 6M | -7.8% | -40.5% | +32.6% | -3.0% |
| YTD | -27.9% | -40.5% | +12.6% | -24.5% |
| 1Y | -28.0% | -53.0% | +25.0% | -23.0% |
| 3Y | -55.3% | -59.1% | +3.7% | -53.5% |
| 5Y | -61.7% | -10.7% | -51.0% | -66.4% |
| All | +151.4% | +3,788.6% | -3,637.1% | +49.2% |
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