+145.8%
GOOG vs CELH
-60.2%
+206.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.4% |
| 7D | 0.0% | -11.2% | +11.3% | +0.8% |
| 30D | -2.0% | -1.4% | -0.5% | -1.9% |
| 3M | -5.9% | -4.2% | -1.7% | -5.8% |
| 6M | +8.9% | -40.5% | +49.4% | +11.9% |
| YTD | +7.1% | -40.5% | +47.6% | +9.8% |
| 1Y | +39.7% | -53.0% | +92.7% | +44.5% |
| 3Y | +145.8% | -59.1% | +204.9% | +159.5% |
| All | +145.8% | -60.2% | +206.1% | +159.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling