+65.2%
ALAB vs CELH
-50.1%
+115.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.0% | +12.8% | +10.2% |
| 7D | +7.2% | -7.0% | +14.3% | +8.3% |
| 30D | -2.5% | +5.2% | -7.7% | -4.5% |
| 3M | -13.3% | +10.5% | -23.8% | -16.8% |
| 6M | +172.8% | -32.7% | +205.6% | +207.4% |
| YTD | +86.6% | -33.0% | +119.6% | +109.5% |
| 1Y | +65.2% | -49.5% | +114.7% | +101.5% |
| All | +65.2% | -50.1% | +115.3% | +101.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling