-47.2%
CMCSA vs CELH
-10.8%
-36.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | 0.0% |
| 7D | -4.9% | -11.2% | +6.4% | -4.0% |
| 30D | -1.1% | -1.4% | +0.4% | -0.9% |
| 3M | +6.6% | -4.2% | +10.7% | +6.5% |
| 6M | -15.5% | -40.5% | +25.0% | -12.7% |
| YTD | -6.7% | -40.5% | +33.8% | -3.9% |
| 1Y | -15.6% | -53.0% | +37.4% | -11.8% |
| 3Y | -33.7% | -59.1% | +25.4% | -31.8% |
| All | -47.2% | -10.8% | -36.4% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 5y: compounded portfolio wealth divided by compounded CELH 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…
5y analysis · Full analysis span regression · 6 months rolling