+2,874.5%
V vs CELH
+3,595.0%
-720.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.6% |
| 7D | -1.1% | -3.8% | +2.7% | -1.0% |
| 30D | +1.9% | +6.4% | -4.6% | +1.8% |
| 3M | +15.5% | +5.6% | +10.0% | +15.3% |
| 6M | +16.6% | -31.1% | +47.7% | +17.2% |
| YTD | +5.7% | -35.4% | +41.1% | +6.4% |
| 1Y | +8.6% | -46.9% | +55.4% | +9.5% |
| 3Y | +52.5% | -56.0% | +108.5% | +53.4% |
| 5Y | +67.1% | +1.2% | +65.9% | +64.4% |
| 10Y | +376.8% | +4,043.9% | -3,667.1% | +348.0% |
| All | +2,874.5% | +3,595.0% | -720.5% | +2,558.8% |
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 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