+163.0%
CELH vs ABCL
-81.0%
+243.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -2.9% |
| 7D | +6.2% | +4.4% | +1.8% | +5.3% |
| 30D | +14.2% | -7.9% | +22.0% | +15.2% |
| 3M | +15.5% | +12.2% | +3.2% | +10.8% |
| 6M | +7.7% | +134.7% | -127.0% | -16.3% |
| YTD | -30.3% | +239.8% | -270.0% | -51.8% |
| 1Y | -29.0% | +192.7% | -221.7% | -49.1% |
| 3Y | -44.5% | +187.6% | -232.2% | -64.4% |
| 5Y | +14.8% | -22.6% | +37.4% | +1.6% |
| All | +163.0% | -81.0% | +243.9% | +188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling