+382.3%
APP vs CELH
+35.8%
+346.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.7% | +6.7% | +4.3% |
| 7D | +0.3% | -15.8% | +16.0% | +5.8% |
| 30D | -1.3% | -5.2% | +3.9% | -0.2% |
| 3M | -36.2% | -6.1% | -30.1% | -35.3% |
| 6M | -34.1% | -40.9% | +6.7% | -23.4% |
| YTD | -53.3% | -41.8% | -11.5% | -46.0% |
| 1Y | -44.5% | -52.6% | +8.1% | -33.1% |
| 3Y | +646.7% | -60.4% | +707.0% | +773.8% |
| 5Y | +306.4% | -12.6% | +319.1% | +185.7% |
| All | +382.3% | +35.8% | +346.5% | +213.3% |
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