+422.4%
GE vs CELH
-9.3%
+431.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | 0.0% |
| 7D | -2.8% | -15.8% | +13.0% | -1.0% |
| 30D | -11.9% | -5.2% | -6.7% | -11.6% |
| 3M | +1.8% | -6.1% | +8.0% | +1.9% |
| 6M | -0.6% | -40.9% | +40.3% | +4.4% |
| YTD | +5.5% | -41.8% | +47.3% | +10.8% |
| 1Y | +15.0% | -52.6% | +67.6% | +22.5% |
| 3Y | +269.5% | -60.4% | +329.9% | +290.6% |
| 5Y | +422.4% | -12.6% | +435.1% | +327.2% |
| All | +422.4% | -9.3% | +431.8% | +327.2% |
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