+2,674.0%
GOOGL vs CELH
+245.5%
+2,428.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -2.1% |
| 7D | -1.9% | -11.7% | +9.8% | -1.6% |
| 30D | -7.5% | +1.6% | -9.0% | -7.5% |
| 3M | -9.2% | -2.0% | -7.2% | -9.2% |
| 6M | +8.1% | -36.2% | +44.2% | +9.0% |
| YTD | +5.8% | -39.6% | +45.4% | +6.8% |
| 1Y | +38.3% | -50.7% | +89.0% | +40.1% |
| 3Y | +144.8% | -58.9% | +203.6% | +146.9% |
| 5Y | +132.5% | -5.4% | +137.9% | +128.5% |
| 10Y | +746.7% | +3,848.6% | -3,101.9% | +678.8% |
| All | +2,674.0% | +245.5% | +2,428.5% | +2,209.5% |
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 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