+832.1%
ORCL vs CELH
+305.2%
+526.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -1.4% |
| 7D | +8.0% | +0.8% | +7.2% | +8.0% |
| 30D | -4.0% | +19.3% | -23.3% | -4.3% |
| 3M | -19.5% | +12.6% | -32.1% | -19.7% |
| 6M | -33.5% | +16.4% | -49.8% | -33.8% |
| YTD | -34.8% | -29.1% | -5.7% | -34.6% |
| 1Y | -41.6% | -26.3% | -15.3% | -41.4% |
| 3Y | +13.8% | -40.1% | +53.9% | +13.8% |
| 5Y | +43.4% | +16.7% | +26.7% | +40.8% |
| 10Y | +268.8% | +4,466.2% | -4,197.4% | +243.5% |
| All | +832.1% | +305.2% | +526.8% | +681.4% |
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