+107.3%
CELH vs AA
-17.6%
+124.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.0% | -4.5% | -6.1% |
| 7D | -11.7% | -0.6% | -11.0% | -11.6% |
| 30D | +1.6% | -1.6% | +3.1% | +1.7% |
| 3M | -2.0% | -29.8% | +27.9% | +4.4% |
| 6M | -36.2% | -16.6% | -19.6% | -35.2% |
| YTD | -39.6% | -4.0% | -35.5% | -40.7% |
| 1Y | -50.7% | +63.5% | -114.2% | -56.8% |
| 3Y | -58.9% | +86.8% | -145.6% | -66.6% |
| 5Y | -5.4% | +12.4% | -17.8% | -17.5% |
| 10Y | +3,848.6% | +132.3% | +3,716.2% | +2,629.8% |
| All | +107.3% | -17.6% | +124.9% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling