+2,770.9%
AVGO vs CELH
+3,788.6%
-1,017.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.1% |
| 7D | +1.1% | -11.2% | +12.4% | +2.5% |
| 30D | -13.0% | -1.4% | -11.5% | -13.1% |
| 3M | -6.0% | -4.2% | -1.8% | -6.4% |
| 6M | +6.4% | -40.5% | +46.8% | +11.6% |
| YTD | +5.0% | -40.5% | +45.5% | +9.8% |
| 1Y | +1.4% | -53.0% | +54.4% | +8.3% |
| 3Y | +336.8% | -59.1% | +395.9% | +355.7% |
| 5Y | +698.2% | -10.7% | +708.9% | +611.9% |
| All | +2,770.9% | +3,788.6% | -1,017.6% | +1,726.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling