+32.9%
BABA vs CELH
-56.7%
+89.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.2% |
| 7D | -0.2% | -3.8% | +3.6% | +0.1% |
| 30D | -12.3% | +6.4% | -18.7% | -12.8% |
| 3M | -5.3% | +5.6% | -10.9% | -6.3% |
| 6M | -13.1% | -31.1% | +18.1% | -10.6% |
| YTD | -22.4% | -35.4% | +12.9% | -20.0% |
| 1Y | -19.5% | -46.9% | +27.4% | -15.8% |
| 3Y | +32.9% | -56.0% | +89.0% | +36.5% |
| All | +32.9% | -56.7% | +89.7% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling