+3,733.8%
CELH vs AA
+122.9%
+3,610.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -11.2% | -3.4% | -7.8% | -10.5% |
| 30D | -1.4% | -5.8% | +4.3% | -0.3% |
| 3M | -4.2% | -29.9% | +25.7% | +3.6% |
| 6M | -40.5% | -27.0% | -13.4% | -37.4% |
| YTD | -40.5% | -8.7% | -31.8% | -41.3% |
| 1Y | -53.0% | +50.6% | -103.6% | -59.5% |
| 3Y | -59.1% | +74.1% | -133.1% | -68.3% |
| 5Y | -10.7% | +2.6% | -13.3% | -23.8% |
| All | +3,733.8% | +122.9% | +3,610.9% | +2,258.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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