+15.9%
ABNB vs CELH
+125.6%
-109.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.4% |
| 7D | -9.5% | -15.8% | +6.3% | -6.2% |
| 30D | -9.4% | -5.2% | -4.2% | -8.5% |
| 3M | +29.9% | -6.1% | +36.0% | +30.6% |
| 6M | +26.6% | -40.9% | +67.4% | +38.6% |
| YTD | +23.5% | -41.8% | +65.3% | +35.0% |
| 1Y | +35.8% | -52.6% | +88.5% | +52.6% |
| 3Y | +15.0% | -60.4% | +75.3% | +25.1% |
| 5Y | +1.5% | -12.6% | +14.1% | -23.7% |
| All | +15.9% | +125.6% | -109.7% | -37.0% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling