+99.7%
CELH vs QID
-100.0%
+199.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.3% | -6.0% | -2.8% |
| 7D | -15.8% | +2.7% | -18.5% | -14.8% |
| 30D | -5.2% | +3.3% | -8.5% | -3.9% |
| 3M | -6.1% | -5.5% | -0.6% | -7.4% |
| 6M | -40.9% | -28.4% | -12.5% | -47.3% |
| YTD | -41.8% | -26.6% | -15.2% | -47.4% |
| 1Y | -52.6% | -34.1% | -18.5% | -58.4% |
| 3Y | -60.4% | -73.7% | +13.3% | -73.4% |
| 5Y | -12.6% | -80.7% | +68.0% | -36.0% |
| 10Y | +3,704.3% | -99.1% | +3,803.4% | +1,399.2% |
| All | +99.7% | -100.0% | +199.7% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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