+3,650.7%
CELH vs ACGL
+277.0%
+3,373.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.7% | -3.7% |
| 7D | -15.8% | -3.6% | -12.1% | -14.3% |
| 30D | -5.2% | -2.1% | -3.1% | -4.2% |
| 3M | -6.1% | +5.4% | -11.5% | -8.5% |
| 6M | -40.9% | 0.0% | -40.9% | -41.2% |
| YTD | -41.8% | +0.3% | -42.1% | -42.4% |
| 1Y | -52.6% | +6.2% | -58.8% | -54.5% |
| 3Y | -60.4% | +30.9% | -91.3% | -67.2% |
| 5Y | -12.6% | +159.8% | -172.4% | -50.0% |
| All | +3,650.7% | +277.0% | +3,373.7% | +1,982.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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