+143.1%
CELH vs AA
-35.3%
+178.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.4% | +2.0% |
| 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% | +17.2% |
| 6M | +16.4% | -41.6% | +57.9% | +27.7% |
| YTD | -29.1% | -24.6% | -4.5% | -27.2% |
| 1Y | -26.3% | +4.9% | -31.2% | -29.2% |
| 3Y | -40.1% | +66.8% | -107.0% | -50.3% |
| 5Y | +16.7% | -19.4% | +36.1% | +9.1% |
| 10Y | +4,466.2% | +43.1% | +4,423.1% | +3,322.4% |
| All | +143.1% | -35.3% | +178.4% | +116.6% |
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