+3.6%
GOOG vs CELH
-47.2%
+50.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.7% | +3.0% |
| 7D | -10.7% | +9.9% | -20.6% | -11.5% |
| 30D | -16.4% | +11.7% | -28.2% | -17.2% |
| 3M | -23.4% | +4.1% | -27.5% | -23.7% |
| 6M | -24.2% | -8.4% | -15.8% | -23.6% |
| YTD | -8.3% | -32.8% | +24.5% | -6.2% |
| 1Y | +3.6% | -48.4% | +52.0% | +7.1% |
| All | +3.6% | -47.2% | +50.8% | +7.1% |
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