+130.0%
CELH vs ACGL
+1,320.8%
-1,190.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.3% |
| 7D | -7.0% | -0.7% | -6.3% | -6.7% |
| 30D | +5.2% | -1.0% | +6.2% | +5.6% |
| 3M | +10.5% | +11.0% | -0.6% | +5.3% |
| 6M | -32.7% | -0.3% | -32.4% | -33.0% |
| YTD | -33.0% | +2.3% | -35.2% | -34.2% |
| 1Y | -49.5% | +6.4% | -55.9% | -51.5% |
| 3Y | -52.6% | +34.0% | -86.6% | -60.4% |
| 5Y | +5.2% | +161.6% | -156.4% | -36.1% |
| 10Y | +4,178.1% | +278.6% | +3,899.5% | +2,081.6% |
| All | +130.0% | +1,320.8% | -1,190.8% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling