+369.0%
LIN vs CELH
+3,867.5%
-3,498.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +0.1% |
| 7D | -4.0% | -11.7% | +7.7% | -3.1% |
| 30D | -4.9% | +1.6% | -6.5% | -5.1% |
| 3M | -9.2% | -2.0% | -7.2% | -9.4% |
| 6M | -2.6% | -36.2% | +33.6% | -0.2% |
| YTD | +10.5% | -39.6% | +50.1% | +13.4% |
| 1Y | -0.1% | -50.7% | +50.6% | +3.5% |
| 3Y | +25.4% | -58.9% | +84.2% | +28.5% |
| 5Y | +59.7% | -5.4% | +65.1% | +47.4% |
| 10Y | +369.0% | +3,848.6% | -3,479.6% | +255.4% |
| All | +369.0% | +3,867.5% | -3,498.5% | +255.4% |
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 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