-55.2%
CELH vs QLD
+188.2%
-243.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -7.0% | +0.6% | -7.6% | -7.2% |
| 30D | +5.2% | -0.1% | +5.3% | +5.2% |
| 3M | +10.5% | -8.4% | +18.8% | +12.5% |
| 6M | -32.7% | +32.2% | -64.9% | -41.3% |
| YTD | -33.0% | +28.9% | -61.9% | -41.2% |
| 1Y | -49.5% | +43.8% | -93.4% | -57.4% |
| All | -55.2% | +188.2% | -243.4% | -75.6% |
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 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