+53.5%
ALAB vs CELH
-28.4%
+81.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.8% |
| 7D | +16.3% | +0.8% | +15.5% | +16.3% |
| 30D | -26.1% | +19.3% | -45.4% | -27.3% |
| 3M | -31.3% | +12.6% | -43.9% | -32.5% |
| 6M | -1.0% | +16.4% | -17.4% | -4.2% |
| YTD | +33.3% | -29.1% | +62.5% | +51.3% |
| 1Y | +53.5% | -26.3% | +79.9% | +67.4% |
| All | +53.5% | -28.4% | +81.9% | +67.4% |
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