+33.3%
ORCL vs CELH
-56.7%
+90.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.6% | +5.9% | +2.5% |
| 7D | +15.0% | -3.8% | +18.8% | +15.2% |
| 30D | +10.5% | +6.4% | +4.1% | +10.1% |
| 3M | -23.0% | +5.6% | -28.6% | -23.5% |
| 6M | +7.0% | -31.1% | +38.1% | +8.6% |
| YTD | -15.8% | -35.4% | +19.6% | -14.5% |
| 1Y | -31.1% | -46.9% | +15.8% | -29.4% |
| 3Y | +33.3% | -56.0% | +89.3% | +33.3% |
| All | +33.3% | -56.7% | +90.0% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling