+171.2%
INTC vs CELH
-60.2%
+231.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.4% |
| 7D | +7.5% | -11.2% | +18.7% | +8.5% |
| 30D | +2.0% | -1.4% | +3.4% | +1.7% |
| 3M | -12.0% | -4.2% | -7.8% | -12.5% |
| 6M | +114.5% | -40.5% | +155.0% | +124.8% |
| YTD | +179.0% | -40.5% | +219.5% | +191.7% |
| 1Y | +318.3% | -53.0% | +371.3% | +347.1% |
| 3Y | +171.2% | -59.1% | +230.3% | +189.4% |
| All | +171.2% | -60.2% | +231.4% | +189.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling