+51.0%
ASML vs CELH
-26.2%
+77.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.7% |
| 7D | +2.5% | +7.4% | -4.9% | +2.3% |
| 30D | -12.2% | +16.4% | -28.6% | -12.6% |
| 3M | -14.6% | +17.6% | -32.2% | -15.1% |
| 6M | -1.7% | +7.8% | -9.6% | -1.9% |
| YTD | +44.3% | -27.8% | +72.1% | +54.5% |
| 1Y | +51.0% | -24.4% | +75.4% | +58.3% |
| All | +51.0% | -26.2% | +77.2% | +58.3% |
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 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