+24.5%
ALAB vs CELH
-47.2%
+71.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -4.8% |
| 7D | -24.9% | +9.9% | -34.8% | -26.0% |
| 30D | -38.4% | +11.7% | -50.1% | -39.5% |
| 3M | -38.3% | +4.1% | -42.4% | -39.5% |
| 6M | +10.9% | -8.4% | +19.3% | +12.6% |
| YTD | +34.2% | -32.8% | +67.0% | +52.8% |
| 1Y | +24.5% | -48.4% | +72.9% | +55.8% |
| All | +24.5% | -47.2% | +71.7% | +55.8% |
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 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