+1,140.1%
GLW vs CELH
+283.2%
+856.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.7% | +5.8% |
| 7D | +3.8% | -7.0% | +10.8% | +3.9% |
| 30D | -1.3% | +5.2% | -6.5% | -1.6% |
| 3M | -21.8% | +10.5% | -32.3% | -22.1% |
| 6M | +6.9% | -32.7% | +39.6% | +7.6% |
| YTD | +77.2% | -33.0% | +110.1% | +78.2% |
| 1Y | +123.2% | -49.5% | +172.8% | +125.7% |
| 3Y | +400.0% | -52.6% | +452.6% | +402.3% |
| 5Y | +342.8% | +5.2% | +337.6% | +333.3% |
| 10Y | +771.4% | +4,178.1% | -3,406.8% | +693.7% |
| All | +1,140.1% | +283.2% | +856.8% | +977.9% |
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