+755.6%
GOOGL vs CELH
+3,788.6%
-3,033.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.5% |
| 7D | 0.0% | -11.2% | +11.2% | +1.2% |
| 30D | -1.4% | -1.4% | 0.0% | -1.4% |
| 3M | -5.3% | -4.2% | -1.2% | -5.5% |
| 6M | +9.8% | -40.5% | +50.3% | +14.7% |
| YTD | +8.4% | -40.5% | +48.8% | +12.9% |
| 1Y | +41.2% | -53.0% | +94.2% | +49.6% |
| 3Y | +149.6% | -59.1% | +208.6% | +158.7% |
| 5Y | +142.6% | -10.7% | +153.3% | +119.5% |
| All | +755.6% | +3,788.6% | -3,033.0% | +459.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling