+123.2%
GLW vs CELH
-50.1%
+173.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.7% | +5.6% |
| 7D | +3.8% | -7.0% | +10.8% | +3.7% |
| 30D | -1.3% | +5.2% | -6.5% | -1.8% |
| 3M | -21.8% | +10.5% | -32.3% | -22.5% |
| 6M | +6.9% | -32.7% | +39.6% | +11.3% |
| YTD | +77.2% | -33.0% | +110.1% | +83.0% |
| 1Y | +123.2% | -49.5% | +172.8% | +133.3% |
| All | +123.2% | -50.1% | +173.4% | +133.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling