+184.4%
CMCSA vs CELH
+269.5%
-85.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.5% |
| 7D | +0.1% | -3.8% | +3.9% | +0.2% |
| 30D | +3.8% | +6.4% | -2.6% | +3.7% |
| 3M | +12.3% | +5.6% | +6.8% | +12.1% |
| 6M | -15.4% | -31.1% | +15.7% | -15.0% |
| YTD | -2.5% | -35.4% | +32.9% | -2.0% |
| 1Y | -13.4% | -46.9% | +33.5% | -12.7% |
| 3Y | -30.4% | -56.0% | +25.7% | -30.0% |
| 5Y | -45.0% | +1.2% | -46.3% | -45.8% |
| 10Y | +10.2% | +4,043.9% | -4,033.8% | +3.0% |
| All | +184.4% | +269.5% | -85.1% | +142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling