+130.0%
CELH vs QLD
+7,302.1%
-7,172.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.4% |
| 6M | -32.7% | +32.2% | -64.9% | -41.1% |
| YTD | -33.0% | +28.9% | -61.9% | -40.9% |
| 1Y | -49.5% | +43.8% | -93.4% | -57.4% |
| 3Y | -52.6% | +176.6% | -229.2% | -70.4% |
| 5Y | +5.2% | +121.6% | -116.4% | -29.2% |
| 10Y | +4,178.1% | +1,652.9% | +2,525.2% | +1,479.1% |
| All | +130.0% | +7,302.1% | -7,172.1% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling