+20,174.1%
SOXL vs CELH
+2,467.9%
+17,706.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.0% | +5.0% |
| 7D | +3.9% | -11.2% | +15.1% | +5.2% |
| 30D | -14.3% | -1.4% | -12.9% | -14.4% |
| 3M | -45.6% | -4.2% | -41.5% | -46.0% |
| 6M | +117.2% | -40.5% | +157.7% | +126.2% |
| YTD | +189.8% | -40.5% | +230.3% | +201.6% |
| 1Y | +317.7% | -53.0% | +370.7% | +345.7% |
| 3Y | +478.6% | -59.1% | +537.7% | +518.0% |
| 5Y | +169.5% | -10.7% | +180.2% | +169.3% |
| 10Y | +5,222.1% | +3,788.6% | +1,433.5% | +4,361.7% |
| All | +20,174.1% | +2,467.9% | +17,706.2% | +18,923.1% |
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