+271.2%
QCOM vs CELH
+3,848.6%
-3,577.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +2.1% |
| 7D | +4.4% | -11.7% | +16.0% | +5.9% |
| 30D | +9.4% | +1.6% | +7.8% | +8.9% |
| 3M | -13.7% | -2.0% | -11.7% | -14.2% |
| 6M | +28.9% | -36.2% | +65.1% | +34.5% |
| YTD | +4.7% | -39.6% | +44.3% | +9.7% |
| 1Y | +13.5% | -50.7% | +64.2% | +21.1% |
| 3Y | +77.1% | -58.9% | +136.0% | +85.8% |
| 5Y | +38.9% | -5.4% | +44.3% | +23.9% |
| All | +271.2% | +3,848.6% | -3,577.4% | +147.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling