+328.9%
ORCL vs CELH
+3,788.6%
-3,459.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -4.0% | -1.9% |
| 7D | -5.4% | -11.2% | +5.9% | -4.5% |
| 30D | -2.0% | -1.4% | -0.5% | -2.0% |
| 3M | -18.1% | -4.2% | -13.9% | -18.2% |
| 6M | -7.2% | -40.5% | +33.2% | -4.1% |
| YTD | -22.2% | -40.5% | +18.3% | -19.7% |
| 1Y | -50.6% | -53.0% | +2.4% | -48.3% |
| 3Y | +22.9% | -59.1% | +81.9% | +26.5% |
| 5Y | +79.3% | -10.7% | +90.0% | +65.1% |
| All | +328.9% | +3,788.6% | -3,459.7% | +192.0% |
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 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