+3,847.4%
ANET vs CELH
+3,788.6%
+58.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.2% | +3.4% | +5.4% |
| 7D | +3.0% | -11.2% | +14.2% | +4.3% |
| 30D | -5.2% | -1.4% | -3.7% | -5.2% |
| 3M | +27.6% | -4.2% | +31.8% | +27.1% |
| 6M | +44.4% | -40.5% | +84.9% | +51.3% |
| YTD | +52.3% | -40.5% | +92.8% | +59.0% |
| 1Y | +30.4% | -53.0% | +83.4% | +39.1% |
| 3Y | +313.3% | -59.1% | +372.3% | +332.5% |
| 5Y | +810.0% | -10.7% | +820.7% | +717.8% |
| All | +3,847.4% | +3,788.6% | +58.8% | +2,589.3% |
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