+4,618.4%
LLY vs CELH
+298.6%
+4,319.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.6% |
| 7D | +4.6% | +6.2% | -1.6% | +4.5% |
| 30D | +22.4% | +14.2% | +8.2% | +22.1% |
| 3M | +17.1% | +15.5% | +1.7% | +16.9% |
| 6M | +44.6% | +7.7% | +36.9% | +44.3% |
| YTD | +33.5% | -30.3% | +63.7% | +33.9% |
| 1Y | +41.1% | -29.0% | +70.1% | +41.5% |
| 3Y | +143.8% | -44.5% | +188.3% | +143.9% |
| 5Y | +473.4% | +14.8% | +458.6% | +464.9% |
| 10Y | +2,035.0% | +4,391.5% | -2,356.6% | +1,902.2% |
| All | +4,618.4% | +298.6% | +4,319.8% | +3,827.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling