+2,187.5%
MSFT vs CELH
+269.5%
+1,918.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -1.1% |
| 7D | -1.4% | -3.8% | +2.4% | -1.3% |
| 30D | -1.0% | +6.4% | -7.5% | -1.2% |
| 3M | +20.2% | +5.6% | +14.6% | +19.9% |
| 6M | +21.3% | -31.1% | +52.4% | +22.0% |
| YTD | +2.8% | -35.4% | +38.2% | +3.5% |
| 1Y | 0.0% | -46.9% | +46.8% | +0.9% |
| 3Y | +51.2% | -56.0% | +107.2% | +52.2% |
| 5Y | +71.4% | +1.2% | +70.2% | +68.7% |
| 10Y | +868.6% | +4,043.9% | -3,175.3% | +806.7% |
| All | +2,187.5% | +269.5% | +1,918.0% | +1,959.8% |
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