-32.2%
AAL vs CELH
-9.3%
-22.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | 0.0% |
| 7D | -0.9% | -15.8% | +14.8% | +2.4% |
| 30D | -16.0% | -5.2% | -10.8% | -15.3% |
| 3M | -4.2% | -6.1% | +1.9% | -4.1% |
| 6M | +15.7% | -40.9% | +56.5% | +26.3% |
| YTD | -16.2% | -41.8% | +25.6% | -8.5% |
| 1Y | +0.2% | -52.6% | +52.9% | +12.5% |
| 3Y | -8.1% | -60.4% | +52.3% | +1.4% |
| 5Y | -32.2% | -12.6% | -19.5% | -48.0% |
| All | -32.2% | -9.3% | -22.9% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling