+544.3%
CVX vs CELH
+245.5%
+298.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.5% | +8.4% | +2.1% |
| 7D | +1.0% | -11.7% | +12.6% | +1.2% |
| 30D | +10.7% | +1.6% | +9.1% | +10.6% |
| 3M | +15.5% | -2.0% | +17.4% | +15.3% |
| 6M | +14.9% | -36.2% | +51.1% | +15.7% |
| YTD | +44.2% | -39.6% | +83.8% | +45.3% |
| 1Y | +43.5% | -50.7% | +94.2% | +45.1% |
| 3Y | +45.0% | -58.9% | +103.8% | +46.0% |
| 5Y | +172.2% | -5.4% | +177.5% | +166.4% |
| 10Y | +221.9% | +3,848.6% | -3,626.7% | +187.1% |
| All | +544.3% | +245.5% | +298.8% | +350.9% |
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