+394.5%
GLW vs CELH
-4.4%
+398.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.5% | +8.0% | +2.0% |
| 7D | +16.9% | -11.7% | +28.5% | +17.9% |
| 30D | +7.0% | +1.6% | +5.4% | +6.6% |
| 3M | -3.0% | -2.0% | -1.0% | -3.7% |
| 6M | +31.0% | -36.2% | +67.2% | +34.9% |
| YTD | +93.4% | -39.6% | +133.0% | +99.8% |
| 1Y | +134.7% | -50.7% | +185.4% | +145.8% |
| 3Y | +471.8% | -58.9% | +530.7% | +490.7% |
| 5Y | +394.5% | -5.4% | +399.8% | +322.8% |
| All | +394.5% | -4.4% | +398.8% | +322.8% |
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