+210.0%
SHEL vs CELH
+3,788.6%
-3,578.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.7% |
| 7D | +4.1% | -11.2% | +15.3% | +4.7% |
| 30D | +8.4% | -1.4% | +9.8% | +8.4% |
| 3M | +13.7% | -4.2% | +17.9% | +13.4% |
| 6M | +12.7% | -40.5% | +53.2% | +15.3% |
| YTD | +35.3% | -40.5% | +75.8% | +38.2% |
| 1Y | +39.4% | -53.0% | +92.4% | +43.8% |
| 3Y | +71.5% | -59.1% | +130.5% | +74.5% |
| 5Y | +195.0% | -10.7% | +205.7% | +176.3% |
| All | +210.0% | +3,788.6% | -3,578.6% | +130.0% |
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