-56.0%
CELH vs ABCL
+105.4%
-161.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -3.8% | +1.4% | -5.2% | -3.9% |
| 30D | +6.4% | +65.1% | -58.6% | -0.3% |
| 3M | +5.6% | +111.1% | -105.5% | -5.0% |
| 6M | -31.1% | +231.6% | -262.7% | -43.1% |
| YTD | -35.4% | +234.5% | -269.9% | -47.2% |
| 1Y | -46.9% | +174.3% | -221.2% | -55.6% |
| 3Y | -56.0% | +111.5% | -167.5% | -66.6% |
| All | -56.0% | +105.4% | -161.4% | -66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling