+251.9%
QCOM vs CELH
+4,391.5%
-4,139.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.8% |
| 7D | +13.0% | +6.2% | +6.8% | +12.2% |
| 30D | +0.2% | +14.2% | -14.0% | -1.5% |
| 3M | +9.2% | +15.5% | -6.2% | +6.9% |
| 6M | -15.0% | +7.7% | -22.7% | -16.8% |
| YTD | +5.2% | -30.3% | +35.5% | +8.1% |
| 1Y | +2.4% | -29.0% | +31.3% | +4.8% |
| 3Y | +52.0% | -44.5% | +96.5% | +53.7% |
| 5Y | +19.7% | +14.8% | +5.0% | +4.5% |
| All | +251.9% | +4,391.5% | -4,139.6% | +130.6% |
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 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