+32,355.3%
AVGO vs CELH
+677.9%
+31,677.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.6% | +6.6% | +3.1% |
| 7D | -0.3% | -3.8% | +3.5% | -0.2% |
| 30D | -13.8% | +6.4% | -20.3% | -14.1% |
| 3M | -6.9% | +5.6% | -12.5% | -7.3% |
| 6M | +11.9% | -31.1% | +43.1% | +12.9% |
| YTD | +6.9% | -35.4% | +42.3% | +8.0% |
| 1Y | +7.4% | -46.9% | +54.3% | +9.0% |
| 3Y | +345.6% | -56.0% | +401.6% | +350.2% |
| 5Y | +718.9% | +1.2% | +717.7% | +697.3% |
| 10Y | +2,755.4% | +4,043.9% | -1,288.6% | +2,453.2% |
| All | +32,355.3% | +677.9% | +31,677.4% | +28,989.6% |
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 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