+66.3%
MA vs CELH
-4.4%
+70.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +0.1% |
| 7D | -3.5% | -11.7% | +8.2% | -2.3% |
| 30D | +0.8% | +1.6% | -0.8% | +0.5% |
| 3M | +14.8% | -2.0% | +16.7% | +14.3% |
| 6M | +10.0% | -36.2% | +46.2% | +14.3% |
| YTD | -0.1% | -39.6% | +39.5% | +4.0% |
| 1Y | -2.2% | -50.7% | +48.5% | +3.3% |
| 3Y | +39.3% | -58.9% | +98.1% | +45.4% |
| 5Y | +66.3% | -5.4% | +71.7% | +27.9% |
| All | +66.3% | -4.4% | +70.7% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling