+676.4%
IVV vs CELH
+283.2%
+393.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | -0.3% |
| 7D | +0.1% | -7.0% | +7.2% | +0.3% |
| 30D | +0.1% | +5.2% | -5.1% | -0.1% |
| 3M | +2.0% | +10.5% | -8.5% | +1.6% |
| 6M | +13.0% | -32.7% | +45.8% | +13.8% |
| YTD | +13.6% | -33.0% | +46.6% | +14.3% |
| 1Y | +20.1% | -49.5% | +69.6% | +21.4% |
| 3Y | +77.6% | -52.6% | +130.2% | +78.5% |
| 5Y | +82.5% | +5.2% | +77.3% | +79.0% |
| 10Y | +316.5% | +4,178.1% | -3,861.6% | +282.4% |
| All | +676.4% | +283.2% | +393.1% | +532.8% |
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