+603.0%
JNJ vs CELH
+232.9%
+370.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | -0.2% |
| 7D | -4.3% | -15.8% | +11.4% | -4.2% |
| 30D | +3.0% | -5.2% | +8.2% | +3.1% |
| 3M | +12.2% | -6.1% | +18.4% | +12.2% |
| 6M | +10.5% | -40.9% | +51.3% | +10.8% |
| YTD | +30.8% | -41.8% | +72.6% | +31.1% |
| 1Y | +54.9% | -52.6% | +107.6% | +55.5% |
| 3Y | +80.7% | -60.4% | +141.0% | +81.1% |
| 5Y | +83.4% | -12.6% | +96.1% | +82.4% |
| 10Y | +195.7% | +3,704.3% | -3,508.6% | +186.3% |
| All | +603.0% | +232.9% | +370.1% | +557.3% |
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