+40.6%
GLW vs CELH
-47.2%
+87.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.6% | -8.4% | -5.7% |
| 7D | -9.5% | +9.9% | -19.4% | -9.0% |
| 30D | -25.5% | +11.7% | -37.2% | -25.0% |
| 3M | -25.6% | +4.1% | -29.7% | -25.7% |
| 6M | -25.5% | -8.4% | -17.1% | -24.6% |
| YTD | +36.4% | -32.8% | +69.1% | +41.7% |
| 1Y | +40.6% | -48.4% | +89.0% | +47.7% |
| All | +40.6% | -47.2% | +87.8% | +47.7% |
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