+187.0%
SLV vs CELH
-59.6%
+246.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.5% | +8.8% | +2.7% |
| 7D | +2.8% | -11.7% | +14.5% | +3.6% |
| 30D | +2.2% | +1.6% | +0.6% | +2.0% |
| 3M | +2.9% | -2.0% | +4.8% | +2.7% |
| 6M | -22.4% | -36.2% | +13.8% | -20.5% |
| YTD | -5.7% | -39.6% | +33.8% | -2.9% |
| 1Y | +63.3% | -50.7% | +114.0% | +69.2% |
| All | +187.0% | -59.6% | +246.6% | +184.2% |
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 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