+13.5%
QCOM vs CELH
-50.4%
+63.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +1.9% |
| 7D | +4.4% | -11.7% | +16.0% | +5.4% |
| 30D | +9.4% | +1.6% | +7.8% | +8.8% |
| 3M | -13.7% | -2.0% | -11.7% | -14.6% |
| 6M | +28.9% | -36.2% | +65.1% | +34.1% |
| YTD | +4.7% | -39.6% | +44.3% | +8.9% |
| 1Y | +13.5% | -50.7% | +64.2% | +24.4% |
| All | +13.5% | -50.4% | +63.9% | +24.4% |
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