+31.3%
MS vs CELH
-35.3%
+66.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.4% |
| 7D | +1.4% | -7.0% | +8.4% | +1.7% |
| 30D | -0.3% | +5.2% | -5.4% | -0.7% |
| 3M | +0.3% | +10.5% | -10.2% | -0.1% |
| 6M | +31.3% | -32.7% | +64.1% | +40.1% |
| All | +31.3% | -35.3% | +66.6% | +40.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling