-40.1%
CELH vs ACM
-9.1%
-31.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +0.8% | +5.6% | -4.8% | -0.7% |
| 30D | +19.3% | +20.8% | -1.5% | +13.5% |
| 3M | +12.6% | +11.4% | +1.2% | +9.4% |
| 6M | +16.4% | +0.9% | +15.4% | +14.9% |
| YTD | -29.1% | -24.8% | -4.3% | -24.0% |
| 1Y | -26.3% | -46.4% | +20.1% | -12.2% |
| 3Y | -40.1% | -9.2% | -30.9% | -37.3% |
| All | -40.1% | -9.1% | -31.0% | -37.3% |
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