+260.1%
CELH vs QS
-47.0%
+307.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.6% | +0.1% | -5.6% |
| 7D | -11.7% | -4.2% | -7.4% | -11.2% |
| 30D | +1.6% | -15.7% | +17.3% | +3.7% |
| 3M | -2.0% | -28.7% | +26.7% | +1.8% |
| 6M | -36.2% | -23.2% | -12.9% | -35.0% |
| YTD | -39.6% | -49.9% | +10.3% | -35.3% |
| 1Y | -50.7% | -38.8% | -11.9% | -49.6% |
| 3Y | -58.9% | -24.0% | -34.9% | -62.8% |
| 5Y | -5.4% | -75.6% | +70.2% | -7.1% |
| All | +260.1% | -47.0% | +307.1% | +285.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling