+238.6%
SCHD vs CELH
+3,788.6%
-3,549.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.2% |
| 7D | -2.0% | -11.2% | +9.3% | -1.2% |
| 30D | -0.4% | -1.4% | +1.0% | -0.4% |
| 3M | +5.7% | -4.2% | +9.9% | +5.6% |
| 6M | +11.9% | -40.5% | +52.3% | +15.1% |
| YTD | +26.4% | -40.5% | +66.9% | +29.8% |
| 1Y | +27.6% | -53.0% | +80.6% | +32.5% |
| 3Y | +54.9% | -59.1% | +114.0% | +58.6% |
| 5Y | +60.9% | -10.7% | +71.6% | +50.5% |
| All | +238.6% | +3,788.6% | -3,549.9% | +139.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling