+82.2%
IVV vs CELH
+3.8%
+78.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.2% |
| 7D | +0.5% | -3.8% | +4.3% | +0.9% |
| 30D | -1.0% | +6.4% | -7.4% | -1.7% |
| 3M | +3.9% | +5.6% | -1.7% | +2.6% |
| 6M | +14.5% | -31.1% | +45.6% | +17.9% |
| YTD | +12.9% | -35.4% | +48.3% | +16.7% |
| 1Y | +19.4% | -46.9% | +66.2% | +25.1% |
| 3Y | +78.8% | -56.0% | +134.8% | +85.0% |
| 5Y | +82.2% | +1.2% | +81.0% | +49.1% |
| All | +82.2% | +3.8% | +78.4% | +49.1% |
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