+200.6%
GE vs CELH
+269.5%
-68.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.6% |
| 7D | +1.2% | -3.8% | +4.9% | +1.2% |
| 30D | -9.5% | +6.4% | -15.9% | -9.7% |
| 3M | +4.1% | +5.6% | -1.4% | +3.8% |
| 6M | +3.9% | -31.1% | +35.1% | +4.7% |
| YTD | +9.0% | -35.4% | +44.4% | +9.9% |
| 1Y | +21.9% | -46.9% | +68.8% | +23.3% |
| 3Y | +281.8% | -56.0% | +337.8% | +284.8% |
| 5Y | +436.7% | +1.2% | +435.5% | +425.6% |
| 10Y | +151.5% | +4,043.9% | -3,892.4% | +129.0% |
| All | +200.6% | +269.5% | -68.9% | +136.1% |
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