+75.5%
ASML vs CELH
-11.5%
+87.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.1% | -2.0% | +3.7% |
| 7D | -9.0% | +10.4% | -19.5% | -10.7% |
| 30D | -21.0% | +19.5% | -40.4% | -23.8% |
| 3M | -16.3% | +35.3% | -51.6% | -21.9% |
| 6M | -7.5% | -2.0% | -5.6% | -9.5% |
| YTD | +34.0% | -29.7% | +63.7% | +40.0% |
| 1Y | +39.3% | -28.6% | +67.9% | +44.7% |
| 3Y | +128.9% | -45.5% | +174.3% | +132.4% |
| All | +75.5% | -11.5% | +87.0% | +22.6% |
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