+163.4%
JPM vs CELH
-60.2%
+223.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.5% | +0.7% |
| 7D | -0.7% | -11.2% | +10.5% | -0.1% |
| 30D | -2.5% | -1.4% | -1.0% | -2.4% |
| 3M | +14.1% | -4.2% | +18.3% | +14.1% |
| 6M | +25.1% | -40.5% | +65.6% | +27.8% |
| YTD | +12.1% | -40.5% | +52.6% | +14.4% |
| 1Y | +18.8% | -53.0% | +71.8% | +22.1% |
| 3Y | +163.4% | -59.1% | +222.5% | +172.1% |
| All | +163.4% | -60.2% | +223.6% | +172.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling