+45.8%
SLB vs CELH
-28.4%
+74.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.5% |
| 7D | +3.5% | +0.8% | +2.7% | +3.5% |
| 30D | +6.5% | +19.3% | -12.8% | +7.2% |
| 3M | -0.2% | +12.6% | -12.9% | +0.1% |
| 6M | -5.7% | +16.4% | -22.1% | -5.9% |
| YTD | +36.8% | -29.1% | +66.0% | +45.0% |
| 1Y | +45.8% | -26.3% | +72.1% | +53.6% |
| All | +45.8% | -28.4% | +74.2% | +53.6% |
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