+17.2%
ABNB vs CELH
+134.1%
-116.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.5% | +3.7% | -1.5% |
| 7D | -7.4% | -11.7% | +4.2% | -5.0% |
| 30D | -8.2% | +1.6% | -9.7% | -8.6% |
| 3M | +29.1% | -2.0% | +31.1% | +28.8% |
| 6M | +26.6% | -36.2% | +62.7% | +36.4% |
| YTD | +25.0% | -39.6% | +64.6% | +35.6% |
| 1Y | +37.0% | -50.7% | +87.7% | +52.6% |
| 3Y | +16.3% | -58.9% | +75.2% | +25.6% |
| 5Y | +2.2% | -5.4% | +7.6% | -24.3% |
| All | +17.2% | +134.1% | -116.9% | -36.8% |
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