+164.9%
ASML vs CELH
-52.7%
+217.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.2% | +4.5% |
| 7D | +1.1% | -7.0% | +8.1% | +2.0% |
| 30D | +2.2% | +5.2% | -3.0% | +0.9% |
| 3M | -2.3% | +10.5% | -12.8% | -4.7% |
| 6M | +23.0% | -32.7% | +55.7% | +29.0% |
| YTD | +61.1% | -33.0% | +94.0% | +68.5% |
| 1Y | +129.1% | -49.5% | +178.6% | +147.8% |
| All | +164.9% | -52.7% | +217.7% | +173.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling