+49.6%
ON vs CELH
-9.3%
+59.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.5% | -0.3% |
| 7D | -4.7% | -15.8% | +11.0% | -0.9% |
| 30D | -13.5% | -5.2% | -8.3% | -12.9% |
| 3M | -36.3% | -6.1% | -30.2% | -37.0% |
| 6M | +17.8% | -40.9% | +58.6% | +29.7% |
| YTD | +29.6% | -41.8% | +71.4% | +42.3% |
| 1Y | +45.8% | -52.6% | +98.4% | +66.6% |
| 3Y | -28.3% | -60.4% | +32.0% | -21.3% |
| 5Y | +49.6% | -12.6% | +62.3% | +7.0% |
| All | +49.6% | -9.3% | +59.0% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling