+5,948.8%
ASML vs CELH
+302.0%
+5,646.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.1% | -2.0% | +4.7% |
| 7D | -9.0% | +10.4% | -19.5% | -9.4% |
| 30D | -21.0% | +19.5% | -40.4% | -21.5% |
| 3M | -16.3% | +35.3% | -51.6% | -17.4% |
| 6M | -7.5% | -2.0% | -5.6% | -7.9% |
| YTD | +34.0% | -29.7% | +63.7% | +35.1% |
| 1Y | +39.3% | -28.6% | +67.9% | +40.3% |
| 3Y | +128.9% | -45.5% | +174.3% | +130.2% |
| 5Y | +76.1% | -10.7% | +86.8% | +71.9% |
| 10Y | +1,428.4% | +4,822.5% | -3,394.1% | +1,225.5% |
| All | +5,948.8% | +302.0% | +5,646.8% | +4,001.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling