+25.5%
ISRG vs CELH
+17.0%
+8.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.6% |
| 7D | -2.0% | +0.8% | -2.8% | -2.2% |
| 30D | +5.6% | +19.3% | -13.8% | +2.3% |
| 3M | +10.5% | +12.6% | -2.1% | +7.9% |
| 6M | +2.6% | +16.4% | -13.7% | -1.5% |
| YTD | -21.7% | -29.1% | +7.4% | -18.7% |
| 1Y | -21.6% | -26.3% | +4.8% | -19.3% |
| 3Y | +57.0% | -40.1% | +97.2% | +54.9% |
| All | +25.5% | +17.0% | +8.5% | -8.7% |
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