+275.4%
ORCL vs CELH
+4,391.5%
-4,116.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.7% |
| 7D | +10.4% | +6.2% | +4.2% | +9.8% |
| 30D | -11.2% | +14.2% | -25.4% | -12.2% |
| 3M | -16.8% | +15.5% | -32.2% | -17.9% |
| 6M | -31.5% | +7.7% | -39.2% | -32.4% |
| YTD | -33.9% | -30.3% | -3.6% | -32.8% |
| 1Y | -43.3% | -29.0% | -14.3% | -42.4% |
| 3Y | +16.5% | -44.5% | +61.0% | +17.0% |
| 5Y | +45.4% | +14.8% | +30.6% | +31.5% |
| All | +275.4% | +4,391.5% | -4,116.1% | +147.7% |
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