+192.5%
JNJ vs CELH
+3,788.6%
-3,596.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.4% |
| 7D | -3.5% | -11.2% | +7.7% | -3.2% |
| 30D | +2.3% | -1.4% | +3.8% | +2.3% |
| 3M | +12.0% | -4.2% | +16.1% | +11.9% |
| 6M | +10.5% | -40.5% | +50.9% | +11.8% |
| YTD | +30.4% | -40.5% | +70.9% | +31.8% |
| 1Y | +52.1% | -53.0% | +105.1% | +54.5% |
| 3Y | +77.8% | -59.1% | +136.9% | +79.3% |
| 5Y | +82.9% | -10.7% | +93.6% | +77.7% |
| All | +192.5% | +3,788.6% | -3,596.1% | +142.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling