+369.5%
ALAB vs CELH
-68.6%
+438.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.1% | +1.8% |
| 7D | -6.2% | -11.2% | +5.0% | -3.7% |
| 30D | -8.7% | -1.4% | -7.2% | -9.1% |
| 3M | -20.7% | -4.2% | -16.6% | -22.0% |
| 6M | +133.5% | -40.5% | +174.0% | +161.6% |
| YTD | +75.1% | -40.5% | +115.5% | +95.5% |
| 1Y | +25.0% | -53.0% | +78.0% | +48.2% |
| All | +369.5% | -68.6% | +438.1% | +506.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling