+121.7%
CELH vs A
+611.5%
-489.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -2.4% |
| 7D | -3.8% | -2.1% | -1.7% | -2.9% |
| 30D | +6.4% | +0.6% | +5.8% | +6.1% |
| 3M | +5.6% | +10.9% | -5.3% | +0.3% |
| 6M | -31.1% | +28.2% | -59.3% | -39.3% |
| YTD | -35.4% | +8.6% | -43.9% | -38.8% |
| 1Y | -46.9% | +15.5% | -62.4% | -51.4% |
| 3Y | -56.0% | +31.8% | -87.8% | -62.9% |
| 5Y | +1.2% | -14.9% | +16.1% | +5.0% |
| 10Y | +4,043.9% | +237.8% | +3,806.1% | +2,565.1% |
| All | +121.7% | +611.5% | -489.8% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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