+1,395.4%
ASML vs CELH
+5,059.4%
-3,664.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.1% | -2.0% | +3.9% |
| 7D | -9.0% | +10.4% | -19.5% | -10.4% |
| 30D | -21.0% | +19.5% | -40.4% | -23.2% |
| 3M | -16.3% | +35.3% | -51.6% | -20.6% |
| 6M | -7.5% | -2.0% | -5.6% | -9.1% |
| YTD | +34.0% | -29.7% | +63.7% | +38.3% |
| 1Y | +39.3% | -28.6% | +67.9% | +43.1% |
| 3Y | +128.9% | -45.5% | +174.3% | +132.3% |
| 5Y | +76.1% | -10.7% | +86.8% | +53.5% |
| All | +1,395.4% | +5,059.4% | -3,664.0% | +739.3% |
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