+1,761.8%
ASML vs CELH
+4,334.0%
-2,572.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.6% | +6.5% | +3.5% |
| 7D | +6.0% | -3.8% | +9.8% | +6.5% |
| 30D | +1.4% | +6.4% | -5.1% | +0.2% |
| 3M | +1.0% | +5.6% | -4.5% | -1.1% |
| 6M | +37.0% | -31.1% | +68.1% | +42.5% |
| YTD | +65.8% | -35.4% | +101.1% | +73.7% |
| 1Y | +123.1% | -46.9% | +170.0% | +138.8% |
| 3Y | +188.2% | -56.0% | +244.2% | +202.4% |
| 5Y | +115.6% | +1.2% | +114.4% | +86.1% |
| 10Y | +1,761.8% | +4,043.9% | -2,282.1% | +1,018.7% |
| All | +1,761.8% | +4,334.0% | -2,572.2% | +1,018.7% |
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 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