+5,839.4%
MA vs CELH
+283.2%
+5,556.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.0% |
| 7D | -2.7% | -7.0% | +4.3% | -2.6% |
| 30D | +1.5% | +5.2% | -3.6% | +1.3% |
| 3M | +20.4% | +10.5% | +9.9% | +20.1% |
| 6M | +11.1% | -32.7% | +43.9% | +11.8% |
| YTD | +2.0% | -33.0% | +34.9% | +2.5% |
| 1Y | -2.2% | -49.5% | +47.4% | -1.2% |
| 3Y | +41.9% | -52.6% | +94.5% | +42.5% |
| 5Y | +75.4% | +5.2% | +70.1% | +72.2% |
| 10Y | +527.5% | +4,178.1% | -3,650.6% | +483.7% |
| All | +5,839.4% | +283.2% | +5,556.1% | +5,033.2% |
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