+400.4%
ALAB vs CELH
-64.6%
+465.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.0% | +12.8% | +10.4% |
| 7D | +7.2% | -7.0% | +14.3% | +8.9% |
| 30D | -2.5% | +5.2% | -7.7% | -5.3% |
| 3M | -13.3% | +10.5% | -23.8% | -17.5% |
| 6M | +172.8% | -32.7% | +205.6% | +196.9% |
| YTD | +86.6% | -33.0% | +119.6% | +103.0% |
| 1Y | +65.2% | -49.5% | +114.7% | +92.7% |
| All | +400.4% | -64.6% | +465.0% | +529.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling