+254.6%
CELH vs QS
-46.4%
+301.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.0% |
| 7D | -11.2% | -3.6% | -7.6% | -10.8% |
| 30D | -1.4% | -17.2% | +15.8% | +0.9% |
| 3M | -4.2% | -27.0% | +22.8% | -0.7% |
| 6M | -40.5% | -24.6% | -15.9% | -39.2% |
| YTD | -40.5% | -49.3% | +8.8% | -36.4% |
| 1Y | -53.0% | -40.3% | -12.7% | -51.8% |
| 3Y | -59.1% | -23.8% | -35.2% | -63.0% |
| 5Y | -10.7% | -75.0% | +64.2% | -12.5% |
| All | +254.6% | -46.4% | +301.0% | +279.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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