+2,727.5%
GOOG vs CELH
+240.2%
+2,487.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.5% |
| 7D | 0.0% | -11.2% | +11.3% | +0.3% |
| 30D | -2.0% | -1.4% | -0.5% | -1.9% |
| 3M | -5.9% | -4.2% | -1.7% | -5.9% |
| 6M | +8.9% | -40.5% | +49.4% | +10.0% |
| YTD | +7.1% | -40.5% | +47.6% | +8.1% |
| 1Y | +39.7% | -53.0% | +92.7% | +41.6% |
| 3Y | +145.8% | -59.1% | +204.9% | +148.0% |
| 5Y | +138.6% | -10.7% | +149.3% | +134.7% |
| 10Y | +791.5% | +3,788.6% | -2,997.0% | +720.1% |
| All | +2,727.5% | +240.2% | +2,487.3% | +2,252.9% |
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