+51.9%
QCOM vs CELH
-42.6%
+94.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.7% |
| 7D | +2.0% | +7.4% | -5.5% | +1.2% |
| 30D | +1.2% | +16.4% | -15.2% | -0.4% |
| 3M | +9.1% | +17.6% | -8.5% | +7.0% |
| 6M | -25.0% | +7.8% | -32.8% | -26.2% |
| YTD | +4.8% | -27.8% | +32.6% | +7.2% |
| 1Y | +3.6% | -24.4% | +28.0% | +5.2% |
| All | +51.9% | -42.6% | +94.5% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling