+52.1%
JNJ vs CELH
-52.9%
+105.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.3% |
| 7D | -3.5% | -11.2% | +7.7% | -3.3% |
| 30D | +2.3% | -1.4% | +3.8% | +2.5% |
| 3M | +12.0% | -4.2% | +16.1% | +12.1% |
| 6M | +10.5% | -40.5% | +50.9% | +11.1% |
| YTD | +30.4% | -40.5% | +70.9% | +31.1% |
| 1Y | +52.1% | -53.0% | +105.1% | +52.4% |
| All | +52.1% | -52.9% | +105.0% | +52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling