+104.1%
CELH vs ITOT
+645.9%
-541.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.4% |
| 7D | -11.2% | -0.9% | -10.3% | -10.4% |
| 30D | -1.4% | -1.5% | 0.0% | 0.0% |
| 3M | -4.2% | +3.6% | -7.7% | -7.1% |
| 6M | -40.5% | +13.7% | -54.2% | -47.3% |
| YTD | -40.5% | +12.9% | -53.4% | -47.0% |
| 1Y | -53.0% | +17.2% | -70.2% | -59.4% |
| 3Y | -59.1% | +75.6% | -134.7% | -75.7% |
| 5Y | -10.7% | +75.5% | -86.2% | -43.5% |
| 10Y | +3,788.6% | +302.0% | +3,486.6% | +1,329.8% |
| All | +104.1% | +645.9% | -541.7% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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