+887.9%
APP vs CELH
-43.7%
+931.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.3% | +3.5% |
| 7D | +4.6% | +0.8% | +3.8% | +4.4% |
| 30D | +56.0% | +19.3% | +36.7% | +49.7% |
| 3M | +30.8% | +12.6% | +18.2% | +26.7% |
| 6M | -9.8% | +16.4% | -26.2% | -13.0% |
| YTD | -39.3% | -29.1% | -10.2% | -36.7% |
| 1Y | -26.4% | -26.3% | -0.1% | -24.0% |
| 3Y | +887.9% | -40.1% | +928.0% | +908.6% |
| All | +887.9% | -43.7% | +931.6% | +908.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling