+4,171.0%
CELH vs QLD
+1,508.4%
+2,662.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.8% | -3.2% |
| 7D | +6.2% | +12.5% | -6.3% | -0.1% |
| 30D | +14.2% | -15.7% | +29.9% | +23.0% |
| 3M | +15.5% | -11.9% | +27.4% | +21.0% |
| 6M | +7.7% | -10.3% | +18.0% | +9.0% |
| YTD | -30.3% | +15.6% | -45.9% | -39.2% |
| 1Y | -29.0% | +12.1% | -41.1% | -37.2% |
| 3Y | -44.5% | +150.7% | -195.2% | -70.9% |
| 5Y | +14.8% | +86.6% | -71.8% | -31.7% |
| All | +4,171.0% | +1,508.4% | +2,662.6% | +1,176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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