+1,582.8%
ASML vs CELH
+4,735.1%
-3,152.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.7% |
| 7D | +2.5% | +7.4% | -4.9% | +1.5% |
| 30D | -12.2% | +16.4% | -28.6% | -14.3% |
| 3M | -14.6% | +17.6% | -32.2% | -17.1% |
| 6M | -1.7% | +7.8% | -9.6% | -4.7% |
| YTD | +44.3% | -27.8% | +72.1% | +48.3% |
| 1Y | +51.0% | -24.4% | +75.4% | +53.9% |
| 3Y | +137.6% | -42.5% | +180.1% | +139.2% |
| 5Y | +92.7% | +1.4% | +91.3% | +65.4% |
| 10Y | +1,582.8% | +4,553.5% | -2,970.7% | +839.1% |
| All | +1,582.8% | +4,735.1% | -3,152.3% | +839.1% |
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