-40.4%
ACN vs CELH
-60.2%
+19.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +3.2% |
| 7D | -1.5% | -11.2% | +9.7% | -0.7% |
| 30D | +2.1% | -1.4% | +3.5% | +2.1% |
| 3M | +11.1% | -4.2% | +15.3% | +11.0% |
| 6M | -6.8% | -40.5% | +33.6% | -4.7% |
| YTD | -30.0% | -40.5% | +10.4% | -28.4% |
| 1Y | -23.1% | -53.0% | +29.9% | -20.8% |
| 3Y | -40.4% | -59.1% | +18.7% | -39.0% |
| All | -40.4% | -60.2% | +19.8% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling