+7.9%
QCOM vs CELH
-50.1%
+58.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.4% |
| 7D | +3.3% | -7.0% | +10.4% | +4.0% |
| 30D | +7.7% | +5.2% | +2.5% | +6.3% |
| 3M | -30.1% | +10.5% | -40.5% | -31.5% |
| 6M | +22.8% | -32.7% | +55.6% | +27.3% |
| YTD | +0.2% | -33.0% | +33.2% | +3.2% |
| 1Y | +7.9% | -49.5% | +57.4% | +15.2% |
| All | +7.9% | -50.1% | +58.0% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling