+25.0%
ALAB vs CELH
-52.9%
+77.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.1% | +2.0% |
| 7D | -6.2% | -11.2% | +5.0% | -4.3% |
| 30D | -8.7% | -1.4% | -7.2% | -9.4% |
| 3M | -20.7% | -4.2% | -16.6% | -22.1% |
| 6M | +133.5% | -40.5% | +174.0% | +172.2% |
| YTD | +75.1% | -40.5% | +115.5% | +102.1% |
| 1Y | +25.0% | -53.0% | +78.0% | +56.9% |
| All | +25.0% | -52.9% | +77.9% | +56.9% |
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