+22.5%
MA vs CELH
-47.2%
+69.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.4% | +3.8% |
| 7D | +10.2% | +9.9% | +0.3% | +9.7% |
| 30D | +19.3% | +11.7% | +7.6% | +18.7% |
| 3M | +18.0% | +4.1% | +13.9% | +18.0% |
| 6M | +33.7% | -8.4% | +42.1% | +34.0% |
| YTD | +18.6% | -32.8% | +51.4% | +18.7% |
| 1Y | +22.5% | -48.4% | +70.9% | +23.6% |
| All | +22.5% | -47.2% | +69.7% | +23.6% |
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