+74.8%
QCOM vs CELH
-56.7%
+131.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.6% | +6.8% | +3.6% |
| 7D | +5.1% | -3.8% | +8.8% | +5.5% |
| 30D | +4.3% | +6.4% | -2.2% | +3.3% |
| 3M | -19.6% | +5.6% | -25.2% | -20.8% |
| 6M | +29.5% | -31.1% | +60.6% | +33.6% |
| YTD | +3.4% | -35.4% | +38.7% | +7.1% |
| 1Y | +10.9% | -46.9% | +57.8% | +16.9% |
| 3Y | +74.8% | -56.0% | +130.8% | +89.5% |
| All | +74.8% | -56.7% | +131.5% | +89.5% |
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 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