+833.1%
GLW vs CELH
+3,704.3%
-2,871.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | -2.8% |
| 7D | +11.7% | -15.8% | +27.5% | +13.4% |
| 30D | +2.7% | -5.2% | +7.9% | +2.9% |
| 3M | -2.8% | -6.1% | +3.3% | -3.2% |
| 6M | +20.2% | -40.9% | +61.0% | +24.8% |
| YTD | +87.3% | -41.8% | +129.1% | +94.4% |
| 1Y | +119.6% | -52.6% | +172.2% | +131.3% |
| 3Y | +453.7% | -60.4% | +514.1% | +473.4% |
| 5Y | +376.1% | -12.6% | +388.7% | +328.7% |
| All | +833.1% | +3,704.3% | -2,871.2% | +449.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling