-5.4%
CELH vs ACGL
+152.7%
-158.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.4% | -6.9% | -6.7% |
| 7D | -11.7% | -2.1% | -9.5% | -10.9% |
| 30D | +1.6% | -2.2% | +3.8% | +2.5% |
| 3M | -2.0% | +6.3% | -8.3% | -4.4% |
| 6M | -36.2% | +0.5% | -36.7% | -36.6% |
| YTD | -39.6% | +0.2% | -39.8% | -40.1% |
| 1Y | -50.7% | +7.3% | -57.9% | -52.6% |
| 3Y | -58.9% | +30.8% | -89.7% | -66.2% |
| 5Y | -5.4% | +155.8% | -161.2% | -48.7% |
| All | -5.4% | +152.7% | -158.1% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling