+61.4%
AMAT vs CELH
-47.2%
+108.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.8% | -3.4% |
| 7D | -11.2% | +9.9% | -21.1% | -11.6% |
| 30D | -31.9% | +11.7% | -43.6% | -32.2% |
| 3M | -32.3% | +4.1% | -36.4% | -32.8% |
| 6M | -5.4% | -8.4% | +3.0% | -4.3% |
| YTD | +44.3% | -32.8% | +77.0% | +55.0% |
| 1Y | +61.4% | -48.4% | +109.7% | +81.7% |
| All | +61.4% | -47.2% | +108.5% | +81.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling