-13.1%
SLB vs CELH
+4,466.2%
-4,479.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.4% |
| 7D | +3.5% | +0.8% | +2.7% | +3.4% |
| 30D | +6.5% | +19.3% | -12.8% | +5.0% |
| 3M | -0.2% | +12.6% | -12.9% | -1.4% |
| 6M | -5.7% | +16.4% | -22.1% | -7.8% |
| YTD | +36.8% | -29.1% | +66.0% | +39.1% |
| 1Y | +45.8% | -26.3% | +72.1% | +47.6% |
| 3Y | +3.4% | -40.1% | +43.5% | +3.0% |
| 5Y | +76.1% | +16.7% | +59.5% | +58.7% |
| All | -13.1% | +4,466.2% | -4,479.3% | -43.2% |
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