+43.3%
SHEL vs CELH
-47.2%
+90.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.1% |
| 7D | -3.2% | +9.9% | -13.1% | -2.6% |
| 30D | +5.5% | +11.7% | -6.2% | +6.3% |
| 3M | +14.4% | +4.1% | +10.3% | +15.2% |
| 6M | +16.2% | -8.4% | +24.6% | +16.8% |
| YTD | +42.4% | -32.8% | +75.2% | +42.8% |
| 1Y | +43.3% | -48.4% | +91.6% | +44.3% |
| All | +43.3% | -47.2% | +90.4% | +44.3% |
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