+20.9%
MS vs CELH
-47.2%
+68.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.7% | +4.1% |
| 7D | +2.6% | +9.9% | -7.3% | +2.2% |
| 30D | +2.6% | +11.7% | -9.1% | +2.0% |
| 3M | -10.1% | +4.1% | -14.2% | -10.5% |
| 6M | +4.4% | -8.4% | +12.8% | +4.8% |
| YTD | +11.7% | -32.8% | +44.5% | +14.7% |
| 1Y | +20.9% | -48.4% | +69.3% | +27.3% |
| All | +20.9% | -47.2% | +68.1% | +27.3% |
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