+64.4%
LIN vs CELH
-5.2%
+69.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.7% |
| 7D | +0.1% | +10.8% | -10.7% | -0.7% |
| 30D | +7.6% | +16.1% | -8.6% | +6.3% |
| 3M | +6.5% | +19.5% | -13.0% | +4.9% |
| 6M | +6.2% | +2.8% | +3.4% | +5.3% |
| YTD | +23.2% | -27.4% | +50.7% | +25.0% |
| 1Y | +25.4% | -20.1% | +45.5% | +26.0% |
| 3Y | +38.3% | -42.9% | +81.2% | +38.7% |
| 5Y | +64.4% | -1.9% | +66.3% | +39.3% |
| All | +64.4% | -5.2% | +69.6% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling