+7.0%
WMT vs CELH
-50.1%
+57.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -1.2% |
| 7D | +3.9% | -7.0% | +11.0% | +3.9% |
| 30D | -4.4% | +5.2% | -9.6% | -4.3% |
| 3M | -8.8% | +10.5% | -19.3% | -8.8% |
| 6M | -15.6% | -32.7% | +17.1% | -15.4% |
| YTD | -3.2% | -33.0% | +29.7% | -2.8% |
| 1Y | +7.0% | -49.5% | +56.6% | +7.6% |
| All | +7.0% | -50.1% | +57.2% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling