+127.9%
CELH vs ABCL
-81.9%
+209.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.4% | -3.1% | -5.8% |
| 7D | -11.7% | -2.7% | -8.9% | -11.1% |
| 30D | +1.6% | +18.3% | -16.7% | -2.5% |
| 3M | -2.0% | +108.5% | -110.4% | -19.5% |
| 6M | -36.2% | +213.9% | -250.1% | -53.8% |
| YTD | -39.6% | +223.1% | -262.7% | -57.2% |
| 1Y | -50.7% | +160.6% | -211.3% | -63.8% |
| 3Y | -58.9% | +104.3% | -163.1% | -70.5% |
| 5Y | -5.4% | -40.0% | +34.7% | -11.9% |
| All | +127.9% | -81.9% | +209.8% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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