+82.7%
ASML vs CELH
+17.0%
+65.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.5% |
| 7D | +4.9% | +0.8% | +4.1% | +4.8% |
| 30D | -9.3% | +19.3% | -28.6% | -12.5% |
| 3M | -19.0% | +12.6% | -31.6% | -21.4% |
| 6M | -5.2% | +16.4% | -21.6% | -10.5% |
| YTD | +40.6% | -29.1% | +69.7% | +46.8% |
| 1Y | +47.5% | -26.3% | +73.8% | +52.4% |
| 3Y | +133.9% | -40.1% | +174.0% | +131.7% |
| All | +82.7% | +17.0% | +65.7% | +25.9% |
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