+104.1%
CELH vs IDXX
+2,296.8%
-2,192.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | -11.2% | -5.7% | -5.5% | -9.0% |
| 30D | -1.4% | -11.5% | +10.1% | +3.5% |
| 3M | -4.2% | -9.5% | +5.4% | -0.5% |
| 6M | -40.5% | -16.0% | -24.5% | -36.4% |
| YTD | -40.5% | -25.4% | -15.1% | -33.5% |
| 1Y | -53.0% | -21.8% | -31.2% | -48.9% |
| 3Y | -59.1% | +7.0% | -66.1% | -62.2% |
| 5Y | -10.7% | -26.0% | +15.2% | -6.4% |
| 10Y | +3,788.6% | +358.9% | +3,429.6% | +2,430.7% |
| All | +104.1% | +2,296.8% | -2,192.6% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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