+878.4%
MSFT vs CELH
+3,788.6%
-2,910.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.4% |
| 7D | -0.8% | -11.2% | +10.4% | +0.4% |
| 30D | +0.8% | -1.4% | +2.3% | +0.8% |
| 3M | +27.2% | -4.2% | +31.4% | +26.9% |
| 6M | +22.9% | -40.5% | +63.4% | +28.4% |
| YTD | +3.1% | -40.5% | +43.6% | +7.4% |
| 1Y | -0.3% | -53.0% | +52.7% | +5.8% |
| 3Y | +50.1% | -59.1% | +109.2% | +56.0% |
| 5Y | +74.6% | -10.7% | +85.3% | +58.2% |
| All | +878.4% | +3,788.6% | -2,910.2% | +547.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling