+119.2%
ORLY vs CELH
-10.8%
+130.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | +0.3% |
| 7D | -2.4% | -11.2% | +8.9% | -1.8% |
| 30D | -6.8% | -1.4% | -5.3% | -6.7% |
| 3M | -4.8% | -4.2% | -0.6% | -4.9% |
| 6M | -9.1% | -40.5% | +31.4% | -7.1% |
| YTD | -5.9% | -40.5% | +34.6% | -4.0% |
| 1Y | -20.4% | -53.0% | +32.6% | -18.1% |
| 3Y | +36.6% | -59.1% | +95.6% | +40.0% |
| All | +119.2% | -10.8% | +130.0% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling