+358.8%
APP vs CELH
+3.8%
+355.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.9% | -1.4% |
| 7D | +0.1% | -3.8% | +3.9% | +1.4% |
| 30D | -10.0% | +6.4% | -16.5% | -12.4% |
| 3M | -44.6% | +5.6% | -50.2% | -46.0% |
| 6M | -37.9% | -31.1% | -6.7% | -30.7% |
| YTD | -53.7% | -35.4% | -18.3% | -47.8% |
| 1Y | -43.0% | -46.9% | +3.9% | -33.0% |
| 3Y | +640.8% | -56.0% | +696.8% | +745.2% |
| 5Y | +358.8% | +1.2% | +357.6% | +199.6% |
| All | +358.8% | +3.8% | +355.1% | +199.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling