-45.5%
CELH vs QLD
+140.3%
-185.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.5% | +4.5% | +6.3% |
| 7D | +10.4% | -10.3% | +20.7% | +13.8% |
| 30D | +19.5% | -26.1% | +45.5% | +30.1% |
| 3M | +35.3% | -17.8% | +53.0% | +42.3% |
| 6M | -2.0% | -15.6% | +13.6% | +0.3% |
| YTD | -29.7% | +5.4% | -35.1% | -34.4% |
| 1Y | -28.6% | +5.2% | -33.9% | -33.4% |
| 3Y | -45.5% | +139.4% | -184.9% | -64.3% |
| All | -45.5% | +140.3% | -185.8% | -64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling