+665.4%
IVV vs CELH
+298.6%
+366.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | -0.2% |
| 7D | +3.3% | +6.2% | -2.8% | +3.2% |
| 30D | -2.7% | +14.2% | -16.8% | -3.0% |
| 3M | -1.7% | +15.5% | -17.2% | -2.1% |
| 6M | +3.2% | +7.7% | -4.5% | +2.8% |
| YTD | +12.0% | -30.3% | +42.3% | +12.5% |
| 1Y | +12.1% | -29.0% | +41.1% | +12.6% |
| 3Y | +78.6% | -44.5% | +123.2% | +78.9% |
| 5Y | +73.8% | +14.8% | +59.0% | +70.3% |
| 10Y | +312.1% | +4,391.5% | -4,079.4% | +277.9% |
| All | +665.4% | +298.6% | +366.8% | +523.1% |
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 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