+3,764.6%
ORLY vs CELH
+240.2%
+3,524.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 3M | -4.8% | -4.2% | -0.6% | -4.8% |
| 6M | -9.1% | -40.5% | +31.4% | -8.6% |
| YTD | -5.9% | -40.5% | +34.6% | -5.4% |
| 1Y | -20.4% | -53.0% | +32.6% | -19.8% |
| 3Y | +36.6% | -59.1% | +95.6% | +37.2% |
| 5Y | +117.3% | -10.7% | +128.0% | +114.7% |
| 10Y | +362.7% | +3,788.6% | -3,425.9% | +336.0% |
| All | +3,764.6% | +240.2% | +3,524.4% | +3,316.0% |
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