+1,073.5%
JPM vs CELH
+245.5%
+828.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.5% |
| 7D | -0.4% | -11.7% | +11.2% | -0.1% |
| 30D | -1.4% | +1.6% | -3.0% | -1.5% |
| 3M | +13.9% | -2.0% | +15.9% | +13.8% |
| 6M | +23.5% | -36.2% | +59.7% | +24.7% |
| YTD | +11.6% | -39.6% | +51.2% | +12.8% |
| 1Y | +21.4% | -50.7% | +72.0% | +23.0% |
| 3Y | +163.4% | -58.9% | +222.3% | +165.9% |
| 5Y | +152.5% | -5.4% | +157.9% | +146.7% |
| 10Y | +592.1% | +3,848.6% | -3,256.4% | +511.4% |
| All | +1,073.5% | +245.5% | +828.0% | +732.6% |
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