+272.2%
QCOM vs CELH
+3,704.3%
-3,432.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +3.9% | +0.7% |
| 7D | +4.9% | -15.8% | +20.7% | +7.1% |
| 30D | +9.3% | -5.2% | +14.5% | +9.8% |
| 3M | -7.0% | -6.1% | -0.9% | -7.1% |
| 6M | +32.0% | -40.9% | +72.9% | +39.1% |
| YTD | +5.0% | -41.8% | +46.8% | +10.5% |
| 1Y | +13.6% | -52.6% | +66.2% | +21.8% |
| 3Y | +77.6% | -60.4% | +138.0% | +87.1% |
| 5Y | +38.2% | -12.6% | +50.8% | +24.3% |
| All | +272.2% | +3,704.3% | -3,432.1% | +149.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling