+30.7%
SLB vs CELH
+305.2%
-274.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.4% |
| 7D | +3.5% | +0.8% | +2.7% | +3.5% |
| 30D | +6.5% | +19.3% | -12.8% | +5.9% |
| 3M | -0.2% | +12.6% | -12.9% | -0.7% |
| 6M | -5.7% | +16.4% | -22.1% | -6.5% |
| YTD | +36.8% | -29.1% | +66.0% | +37.6% |
| 1Y | +45.8% | -26.3% | +72.1% | +46.4% |
| 3Y | +3.4% | -40.1% | +43.5% | +3.3% |
| 5Y | +76.1% | +16.7% | +59.5% | +70.6% |
| 10Y | -13.0% | +4,466.2% | -4,479.2% | -24.7% |
| All | +30.7% | +305.2% | -274.6% | -17.1% |
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