-58.4%
CELH vs ACM
-22.3%
-36.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.1% | -3.4% | -5.7% |
| 7D | -11.7% | -3.7% | -8.0% | -10.7% |
| 30D | +1.6% | -12.7% | +14.2% | +4.8% |
| 3M | -2.0% | -9.8% | +7.8% | +0.2% |
| 6M | -36.2% | -31.4% | -4.8% | -29.2% |
| YTD | -39.6% | -32.1% | -7.5% | -33.2% |
| 1Y | -50.7% | -47.8% | -2.9% | -40.6% |
| All | -58.4% | -22.3% | -36.1% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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