+417.3%
LIN vs CELH
+5,006.2%
-4,588.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.8% |
| 7D | +0.1% | +10.8% | -10.7% | -0.6% |
| 30D | +7.6% | +16.1% | -8.6% | +6.4% |
| 3M | +6.5% | +19.5% | -13.0% | +5.1% |
| 6M | +6.2% | +2.8% | +3.4% | +5.3% |
| YTD | +23.2% | -27.4% | +50.7% | +24.8% |
| 1Y | +25.4% | -20.1% | +45.5% | +25.9% |
| 3Y | +38.3% | -42.9% | +81.2% | +38.4% |
| 5Y | +64.4% | -1.9% | +66.3% | +51.2% |
| 10Y | +417.3% | +4,878.5% | -4,461.2% | +273.1% |
| All | +417.3% | +5,006.2% | -4,588.8% | +273.1% |
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 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