+663.5%
SCHW vs CELH
+232.9%
+430.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +0.8% |
| 7D | -2.8% | -15.8% | +13.0% | -2.5% |
| 30D | -0.1% | -5.2% | +5.1% | 0.0% |
| 3M | +20.6% | -6.1% | +26.7% | +20.6% |
| 6M | +15.9% | -40.9% | +56.8% | +16.9% |
| YTD | +8.5% | -41.8% | +50.3% | +9.3% |
| 1Y | +17.8% | -52.6% | +70.5% | +19.1% |
| 3Y | +88.5% | -60.4% | +148.9% | +90.0% |
| 5Y | +60.6% | -12.6% | +73.3% | +58.6% |
| 10Y | +298.0% | +3,704.3% | -3,406.2% | +274.0% |
| All | +663.5% | +232.9% | +430.7% | +586.8% |
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