+294.9%
SCHW vs CELH
+3,788.6%
-3,493.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.3% |
| 7D | -1.9% | -11.2% | +9.4% | -0.9% |
| 30D | -1.6% | -1.4% | -0.2% | -1.6% |
| 3M | +21.3% | -4.2% | +25.4% | +21.1% |
| 6M | +16.5% | -40.5% | +57.0% | +20.8% |
| YTD | +8.4% | -40.5% | +48.9% | +12.2% |
| 1Y | +15.6% | -53.0% | +68.6% | +21.4% |
| 3Y | +86.8% | -59.1% | +145.9% | +93.2% |
| 5Y | +60.5% | -10.7% | +71.2% | +47.7% |
| All | +294.9% | +3,788.6% | -3,493.7% | +164.4% |
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 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