+123.0%
IBM vs CELH
-10.8%
+133.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.7% | +3.8% |
| 7D | +3.6% | -11.2% | +14.8% | +4.2% |
| 30D | +3.1% | -1.4% | +4.5% | +3.0% |
| 3M | -10.8% | -4.2% | -6.7% | -11.0% |
| 6M | -0.8% | -40.5% | +39.6% | +1.2% |
| YTD | -16.2% | -40.5% | +24.3% | -14.6% |
| 1Y | -2.9% | -53.0% | +50.1% | -0.2% |
| 3Y | +79.8% | -59.1% | +138.9% | +82.4% |
| All | +123.0% | -10.8% | +133.9% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling