+62.0%
SLV vs CELH
-50.1%
+112.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.9% |
| 7D | -0.3% | -7.0% | +6.7% | +0.4% |
| 30D | +6.7% | +5.2% | +1.5% | +5.6% |
| 3M | -10.7% | +10.5% | -21.2% | -12.1% |
| 6M | -20.6% | -32.7% | +12.1% | -16.0% |
| YTD | -7.1% | -33.0% | +25.8% | -1.0% |
| 1Y | +62.0% | -49.5% | +111.5% | +74.0% |
| All | +62.0% | -50.1% | +112.1% | +74.0% |
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