+108.6%
ASML vs CELH
+5.1%
+103.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.2% | +4.8% |
| 7D | +1.1% | -7.0% | +8.1% | +2.5% |
| 30D | +2.2% | +5.2% | -3.0% | +0.2% |
| 3M | -2.3% | +10.5% | -12.8% | -5.9% |
| 6M | +23.0% | -32.7% | +55.7% | +30.6% |
| YTD | +61.1% | -33.0% | +94.0% | +70.4% |
| 1Y | +129.1% | -49.5% | +178.6% | +154.1% |
| 3Y | +165.4% | -52.6% | +218.0% | +178.3% |
| All | +108.6% | +5.1% | +103.5% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling