+49.8%
LLY vs CELH
-51.9%
+101.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.5% | +0.1% |
| 7D | -3.2% | -15.8% | +12.6% | -2.2% |
| 30D | -7.4% | -5.2% | -2.2% | -7.1% |
| 3M | -1.0% | -6.1% | +5.1% | -1.0% |
| 6M | +12.5% | -40.9% | +53.4% | +17.2% |
| YTD | +5.0% | -41.8% | +46.8% | +9.6% |
| 1Y | +49.8% | -52.6% | +102.4% | +55.6% |
| All | +49.8% | -51.9% | +101.6% | +55.6% |
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 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