-40.1%
CELH vs AA
+67.6%
-107.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.4% | +1.9% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | +19.3% | -0.6% | +19.9% | +19.4% |
| 3M | +12.6% | -19.7% | +32.3% | +15.6% |
| 6M | +16.4% | -41.6% | +57.9% | +23.2% |
| YTD | -29.1% | -24.6% | -4.5% | -28.6% |
| 1Y | -26.3% | +4.9% | -31.2% | -29.5% |
| 3Y | -40.1% | +66.8% | -107.0% | -49.2% |
| All | -40.1% | +67.6% | -107.7% | -49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling