+96.4%
QQQM vs CELH
-10.8%
+107.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.6% |
| 7D | -0.6% | -11.2% | +10.7% | +1.0% |
| 30D | -1.2% | -1.4% | +0.2% | -1.2% |
| 3M | -0.1% | -4.2% | +4.1% | -0.5% |
| 6M | +18.0% | -40.5% | +58.4% | +25.0% |
| YTD | +16.7% | -40.5% | +57.2% | +23.2% |
| 1Y | +23.0% | -53.0% | +76.0% | +33.2% |
| 3Y | +93.3% | -59.1% | +152.4% | +104.1% |
| All | +96.4% | -10.8% | +107.2% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling