+0.7%
CELH vs ABCL
-12.4%
+13.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +9.4% | +2.3% | +7.1% | +8.8% |
| 30D | +14.8% | -0.7% | +15.4% | +14.1% |
| 3M | +20.5% | +33.4% | -12.9% | +11.2% |
| 6M | +1.6% | +137.8% | -136.2% | -22.1% |
| YTD | -28.3% | +264.3% | -292.6% | -52.3% |
| 1Y | -26.4% | +209.2% | -235.6% | -49.0% |
| 3Y | -43.0% | +208.4% | -251.4% | -65.6% |
| All | +0.7% | -12.4% | +13.1% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling