+77.1%
IVV vs CELH
-43.0%
+120.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -0.6% | +9.4% | -10.0% | -1.1% |
| 30D | -3.7% | +14.8% | -18.4% | -4.4% |
| 3M | -2.7% | +20.5% | -23.3% | -3.9% |
| 6M | +2.2% | +1.6% | +0.7% | +1.7% |
| YTD | +10.9% | -28.3% | +39.2% | +12.3% |
| 1Y | +11.3% | -26.4% | +37.7% | +12.5% |
| All | +77.1% | -43.0% | +120.1% | +76.5% |
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 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