+2.5%
SLB vs CELH
-56.7%
+59.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.6% |
| 7D | +0.4% | -3.8% | +4.2% | +0.6% |
| 30D | +13.6% | +6.4% | +7.1% | +13.2% |
| 3M | +1.5% | +5.6% | -4.1% | +0.8% |
| 6M | +23.0% | -31.1% | +54.1% | +25.6% |
| YTD | +51.2% | -35.4% | +86.6% | +54.8% |
| 1Y | +63.5% | -46.9% | +110.4% | +68.7% |
| 3Y | +2.5% | -56.0% | +58.5% | +5.5% |
| All | +2.5% | -56.7% | +59.3% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling