+36.6%
ORLY vs CELH
-60.2%
+96.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | +0.3% |
| 7D | -2.4% | -11.2% | +8.9% | -2.2% |
| 30D | -6.8% | -1.4% | -5.3% | -6.7% |
| 3M | -4.8% | -4.2% | -0.6% | -4.8% |
| 6M | -9.1% | -40.5% | +31.4% | -8.8% |
| YTD | -5.9% | -40.5% | +34.6% | -5.6% |
| 1Y | -20.4% | -53.0% | +32.6% | -20.2% |
| 3Y | +36.6% | -59.1% | +95.6% | +38.7% |
| All | +36.6% | -60.2% | +96.8% | +38.7% |
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 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