+279.0%
SHEL vs CELH
+245.5%
+33.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.4% |
| 7D | +3.0% | -11.7% | +14.7% | +3.3% |
| 30D | +7.2% | +1.6% | +5.6% | +7.1% |
| 3M | +12.9% | -2.0% | +14.8% | +12.7% |
| 6M | +13.7% | -36.2% | +49.9% | +14.6% |
| YTD | +33.7% | -39.6% | +73.2% | +34.8% |
| 1Y | +37.9% | -50.7% | +88.5% | +39.5% |
| 3Y | +70.2% | -58.9% | +129.1% | +71.5% |
| 5Y | +192.3% | -5.4% | +197.7% | +185.5% |
| 10Y | +207.3% | +3,848.6% | -3,641.3% | +171.0% |
| All | +279.0% | +245.5% | +33.5% | +157.1% |
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