-56.0%
CELH vs ACGL
+29.4%
-85.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -3.3% |
| 7D | -3.8% | -2.9% | -0.8% | -3.4% |
| 30D | +6.4% | -2.8% | +9.3% | +6.9% |
| 3M | +5.6% | +6.8% | -1.2% | +4.8% |
| 6M | -31.1% | -1.5% | -29.6% | -31.1% |
| YTD | -35.4% | -0.2% | -35.2% | -35.4% |
| 1Y | -46.9% | +5.3% | -52.2% | -47.3% |
| 3Y | -56.0% | +30.3% | -86.3% | -57.3% |
| All | -56.0% | +29.4% | -85.4% | -57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling