+372.0%
IBM vs CELH
+283.2%
+88.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.1% |
| 7D | -0.3% | -7.0% | +6.7% | -0.2% |
| 30D | +0.3% | +5.2% | -4.9% | +0.1% |
| 3M | -21.6% | +10.5% | -32.1% | -21.8% |
| 6M | -4.7% | -32.7% | +28.0% | -4.3% |
| YTD | -19.1% | -33.0% | +13.9% | -18.7% |
| 1Y | -2.5% | -49.5% | +47.0% | -1.8% |
| 3Y | +74.2% | -52.6% | +126.8% | +74.7% |
| 5Y | +113.1% | +5.2% | +107.9% | +110.0% |
| 10Y | +133.5% | +4,178.1% | -4,044.6% | +117.7% |
| All | +372.0% | +283.2% | +88.8% | +304.8% |
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