+92.7%
LLY vs CELH
-59.6%
+152.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.2% |
| 7D | -3.1% | -11.7% | +8.6% | -2.9% |
| 30D | -8.6% | +1.6% | -10.2% | -8.6% |
| 3M | -1.6% | -2.0% | +0.3% | -1.7% |
| 6M | +11.8% | -36.2% | +48.0% | +12.8% |
| YTD | +5.1% | -39.6% | +44.7% | +6.1% |
| 1Y | +50.7% | -50.7% | +101.4% | +52.0% |
| All | +92.7% | -59.6% | +152.3% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling