+527.5%
APP vs CELH
+65.4%
+462.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.3% | +3.4% |
| 7D | +4.6% | +0.8% | +3.8% | +4.4% |
| 30D | +56.0% | +19.3% | +36.7% | +47.2% |
| 3M | +30.8% | +12.6% | +18.2% | +25.0% |
| 6M | -9.8% | +16.4% | -26.2% | -14.8% |
| YTD | -39.3% | -29.1% | -10.2% | -34.2% |
| 1Y | -26.4% | -26.3% | -0.1% | -21.6% |
| 3Y | +887.9% | -40.1% | +928.0% | +899.9% |
| 5Y | +264.1% | +16.7% | +247.4% | +135.8% |
| All | +527.5% | +65.4% | +462.1% | +281.7% |
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