+777.3%
ORCL vs CELH
+310.0%
+467.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.5% |
| 7D | -6.5% | +9.4% | -15.9% | -6.7% |
| 30D | -16.6% | +14.8% | -31.3% | -16.8% |
| 3M | -21.6% | +20.5% | -42.1% | -21.9% |
| 6M | -39.4% | +1.6% | -40.9% | -39.5% |
| YTD | -38.7% | -28.3% | -10.4% | -38.5% |
| 1Y | -50.4% | -26.4% | -24.0% | -50.2% |
| 3Y | +8.1% | -43.0% | +51.1% | +8.2% |
| 5Y | +34.5% | +4.8% | +29.7% | +32.3% |
| 10Y | +246.0% | +4,820.0% | -4,574.0% | +222.0% |
| All | +777.3% | +310.0% | +467.3% | +635.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling