+0.8%
SCHW vs CELH
-47.2%
+47.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +4.5% |
| 7D | +5.2% | +9.9% | -4.7% | +4.9% |
| 30D | -4.7% | +11.7% | -16.4% | -5.1% |
| 3M | -11.9% | +4.1% | -16.0% | -12.1% |
| 6M | +2.7% | -8.4% | +11.1% | +3.1% |
| YTD | -5.6% | -32.8% | +27.2% | -3.9% |
| 1Y | +0.8% | -48.4% | +49.1% | +3.2% |
| All | +0.8% | -47.2% | +47.9% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling