+595.7%
QCOM vs CELH
+283.2%
+312.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.2% |
| 7D | +3.3% | -7.0% | +10.4% | +3.5% |
| 30D | +7.7% | +5.2% | +2.5% | +7.5% |
| 3M | -30.1% | +10.5% | -40.5% | -30.3% |
| 6M | +22.8% | -32.7% | +55.6% | +23.8% |
| YTD | +0.2% | -33.0% | +33.2% | +0.9% |
| 1Y | +7.9% | -49.5% | +57.4% | +9.2% |
| 3Y | +55.8% | -52.6% | +108.5% | +56.9% |
| 5Y | +30.1% | +5.2% | +24.9% | +27.7% |
| 10Y | +248.9% | +4,178.1% | -3,929.2% | +225.5% |
| All | +595.7% | +283.2% | +312.5% | +520.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling