+1,076.3%
ORCL vs CELH
+283.2%
+793.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.0% | +6.1% | +3.1% |
| 7D | +5.3% | -7.0% | +12.3% | +5.4% |
| 30D | +10.0% | +5.2% | +4.8% | +9.8% |
| 3M | -32.6% | +10.5% | -43.1% | -32.8% |
| 6M | +4.9% | -32.7% | +37.7% | +5.5% |
| YTD | -17.8% | -33.0% | +15.2% | -17.3% |
| 1Y | -28.0% | -49.5% | +21.6% | -27.3% |
| 3Y | +36.0% | -52.6% | +88.7% | +36.6% |
| 5Y | +88.7% | +5.2% | +83.5% | +85.6% |
| 10Y | +346.9% | +4,178.1% | -3,831.2% | +316.7% |
| All | +1,076.3% | +283.2% | +793.1% | +887.5% |
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