+55.7%
LLY vs CELH
-50.1%
+105.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.7% |
| 7D | -2.1% | -7.0% | +4.9% | -1.8% |
| 30D | -1.6% | +5.2% | -6.8% | -1.9% |
| 3M | +2.3% | +10.5% | -8.2% | +1.3% |
| 6M | +14.9% | -32.7% | +47.6% | +18.8% |
| YTD | +7.5% | -33.0% | +40.4% | +11.3% |
| 1Y | +55.7% | -49.5% | +105.2% | +60.7% |
| All | +55.7% | -50.1% | +105.8% | +60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling