-40.1%
CELH vs QLD
+146.5%
-186.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.1% | +2.4% |
| 7D | +0.8% | +7.0% | -6.2% | -1.3% |
| 30D | +19.3% | -14.3% | +33.6% | +24.1% |
| 3M | +12.6% | -16.0% | +28.6% | +17.7% |
| 6M | +16.4% | -14.2% | +30.6% | +19.1% |
| YTD | -29.1% | +12.8% | -41.9% | -35.3% |
| 1Y | -26.3% | +14.1% | -40.4% | -33.1% |
| 3Y | -40.1% | +146.0% | -186.1% | -61.1% |
| All | -40.1% | +146.5% | -186.6% | -61.1% |
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