+152.8%
CELH vs ABCL
-81.3%
+234.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.8% |
| 7D | -7.0% | +0.7% | -7.7% | -7.2% |
| 30D | +5.2% | +93.1% | -87.9% | -10.9% |
| 3M | +10.5% | +79.4% | -68.9% | -6.3% |
| 6M | -32.7% | +214.9% | -247.6% | -51.2% |
| YTD | -33.0% | +234.2% | -267.2% | -52.9% |
| 1Y | -49.5% | +174.8% | -224.3% | -63.4% |
| 3Y | -52.6% | +104.5% | -157.1% | -66.0% |
| 5Y | +5.2% | -39.0% | +44.2% | -2.5% |
| All | +152.8% | -81.3% | +234.1% | +181.4% |
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