+696.9%
AVGO vs CELH
-10.8%
+707.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | 0.0% |
| 7D | +1.1% | -11.2% | +12.4% | +2.6% |
| 30D | -13.0% | -1.4% | -11.5% | -13.2% |
| 3M | -6.0% | -4.2% | -1.8% | -6.5% |
| 6M | +6.4% | -40.5% | +46.8% | +12.3% |
| YTD | +5.0% | -40.5% | +45.5% | +10.3% |
| 1Y | +1.4% | -53.0% | +54.4% | +9.3% |
| 3Y | +336.8% | -59.1% | +395.9% | +359.1% |
| All | +696.9% | -10.8% | +707.7% | +531.1% |
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 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