+16.2%
ANET vs CELH
-47.2%
+63.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.5% | +5.0% |
| 7D | -4.4% | +9.9% | -14.3% | -4.7% |
| 30D | -13.7% | +11.7% | -25.5% | -14.1% |
| 3M | -6.3% | +4.1% | -10.4% | -6.3% |
| 6M | +3.4% | -8.4% | +11.8% | +4.3% |
| YTD | +36.2% | -32.8% | +69.0% | +40.0% |
| 1Y | +16.2% | -48.4% | +64.6% | +23.4% |
| All | +16.2% | -47.2% | +63.4% | +23.4% |
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 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