+11.7%
BABA vs CELH
+4,391.5%
-4,379.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.5% | -3.6% | -6.6% |
| 7D | -12.7% | +6.2% | -18.8% | -13.3% |
| 30D | -14.9% | +14.2% | -29.1% | -16.2% |
| 3M | -24.6% | +15.5% | -40.1% | -26.1% |
| 6M | -29.3% | +7.7% | -37.0% | -30.8% |
| YTD | -35.0% | -30.3% | -4.8% | -33.3% |
| 1Y | -39.7% | -29.0% | -10.7% | -38.3% |
| 3Y | +21.2% | -44.5% | +65.7% | +21.9% |
| 5Y | -39.9% | +14.8% | -54.7% | -47.4% |
| All | +11.7% | +4,391.5% | -4,379.9% | -23.0% |
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