+146.4%
OXY vs CELH
+240.2%
-93.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.4% |
| 7D | +2.8% | -11.2% | +14.1% | +3.2% |
| 30D | +5.5% | -1.4% | +6.9% | +5.4% |
| 3M | +11.3% | -4.2% | +15.5% | +11.1% |
| 6M | +11.6% | -40.5% | +52.1% | +13.0% |
| YTD | +51.6% | -40.5% | +92.1% | +53.4% |
| 1Y | +36.2% | -53.0% | +89.2% | +38.6% |
| 3Y | +1.7% | -59.1% | +60.8% | +2.8% |
| 5Y | +164.5% | -10.7% | +175.2% | +156.7% |
| 10Y | +6.1% | +3,788.6% | -3,782.5% | -9.9% |
| All | +146.4% | +240.2% | -93.9% | +46.6% |
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