+14.4%
BABA vs CELH
+3,704.3%
-3,689.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.3% |
| 7D | -2.9% | -15.8% | +12.8% | -1.0% |
| 30D | -15.1% | -5.2% | -9.9% | -14.7% |
| 3M | -5.0% | -6.1% | +1.1% | -5.1% |
| 6M | -19.9% | -40.9% | +20.9% | -15.9% |
| YTD | -25.3% | -41.8% | +16.5% | -21.6% |
| 1Y | -23.9% | -52.6% | +28.8% | -18.8% |
| 3Y | +28.1% | -60.4% | +88.5% | +34.0% |
| 5Y | -31.4% | -12.6% | -18.7% | -38.3% |
| All | +14.4% | +3,704.3% | -3,689.8% | -12.1% |
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