+629.3%
ON vs CELH
+3,788.6%
-3,159.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.2% | +6.3% | +8.1% |
| 7D | +2.4% | -11.2% | +13.6% | +4.6% |
| 30D | -8.6% | -1.4% | -7.2% | -8.7% |
| 3M | -34.3% | -4.2% | -30.2% | -35.0% |
| 6M | +28.5% | -40.5% | +69.0% | +37.9% |
| YTD | +40.6% | -40.5% | +81.1% | +50.2% |
| 1Y | +55.3% | -53.0% | +108.3% | +71.8% |
| 3Y | -22.2% | -59.1% | +36.9% | -16.7% |
| 5Y | +62.4% | -10.7% | +73.1% | +40.6% |
| All | +629.3% | +3,788.6% | -3,159.3% | +317.9% |
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