+1,537.1%
SOXX vs CELH
+3,788.6%
-2,251.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.4% | +1.5% |
| 7D | +1.4% | -11.2% | +12.6% | +3.1% |
| 30D | -3.6% | -1.4% | -2.1% | -3.7% |
| 3M | -10.2% | -4.2% | -6.0% | -10.8% |
| 6M | +54.2% | -40.5% | +94.7% | +63.7% |
| YTD | +75.2% | -40.5% | +115.7% | +85.3% |
| 1Y | +107.5% | -53.0% | +160.5% | +125.6% |
| 3Y | +226.8% | -59.1% | +285.8% | +245.7% |
| 5Y | +251.2% | -10.7% | +261.9% | +209.3% |
| All | +1,537.1% | +3,788.6% | -2,251.5% | +840.8% |
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