-5.8%
SLB vs CELH
+3,788.6%
-3,794.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.1% |
| 7D | -2.5% | -11.2% | +8.7% | -1.6% |
| 30D | +7.1% | -1.4% | +8.6% | +7.1% |
| 3M | +0.6% | -4.2% | +4.8% | +0.3% |
| 6M | +17.6% | -40.5% | +58.1% | +21.6% |
| YTD | +48.5% | -40.5% | +89.0% | +53.2% |
| 1Y | +59.4% | -53.0% | +112.4% | +66.9% |
| 3Y | -0.4% | -59.1% | +58.7% | +2.5% |
| 5Y | +133.8% | -10.7% | +144.5% | +115.2% |
| All | -5.8% | +3,788.6% | -3,794.4% | -36.0% |
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