+45.5%
SLB vs CELH
+283.2%
-237.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.3% |
| 7D | +0.8% | -7.0% | +7.9% | +1.0% |
| 30D | +15.8% | +5.2% | +10.6% | +15.5% |
| 3M | -0.3% | +10.5% | -10.8% | -0.9% |
| 6M | +21.3% | -32.7% | +54.1% | +22.3% |
| YTD | +52.3% | -33.0% | +85.3% | +53.5% |
| 1Y | +63.6% | -49.5% | +113.1% | +65.9% |
| 3Y | +3.8% | -52.6% | +56.4% | +4.4% |
| 5Y | +128.6% | +5.2% | +123.4% | +122.1% |
| 10Y | -3.1% | +4,178.1% | -4,181.2% | -15.9% |
| All | +45.5% | +283.2% | -237.8% | -7.5% |
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 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