+219.9%
SLV vs CELH
+3,788.6%
-3,568.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.9% |
| 7D | -2.8% | -11.2% | +8.4% | -2.2% |
| 30D | -1.6% | -1.4% | -0.1% | -1.6% |
| 3M | -4.4% | -4.2% | -0.3% | -4.5% |
| 6M | -25.4% | -40.5% | +15.1% | -23.5% |
| YTD | -9.8% | -40.5% | +30.7% | -7.4% |
| 1Y | +53.8% | -53.0% | +106.8% | +59.3% |
| 3Y | +174.7% | -59.1% | +233.7% | +180.9% |
| 5Y | +164.3% | -10.7% | +175.0% | +151.2% |
| All | +219.9% | +3,788.6% | -3,568.7% | +147.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling