-75.9%
AAL vs CELH
+245.5%
-321.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.4% |
| 7D | -1.3% | -11.7% | +10.4% | -1.0% |
| 30D | -13.7% | +1.6% | -15.3% | -13.8% |
| 3M | -8.2% | -2.0% | -6.2% | -8.2% |
| 6M | +13.1% | -36.2% | +49.3% | +14.0% |
| YTD | -15.6% | -39.6% | +24.0% | -14.9% |
| 1Y | +1.4% | -50.7% | +52.1% | +2.6% |
| 3Y | -7.4% | -58.9% | +51.4% | -6.6% |
| 5Y | -35.9% | -5.4% | -30.6% | -36.6% |
| 10Y | -65.1% | +3,848.6% | -3,913.7% | -66.2% |
| All | -75.9% | +245.5% | -321.4% | -76.3% |
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