+557.2%
CELH vs ACM
+252.1%
+305.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +0.8% | +5.6% | -4.8% | -1.2% |
| 30D | +19.3% | +20.8% | -1.5% | +11.5% |
| 3M | +12.6% | +11.4% | +1.2% | +8.2% |
| 6M | +16.4% | +0.9% | +15.4% | +14.6% |
| YTD | -29.1% | -24.8% | -4.3% | -23.0% |
| 1Y | -26.3% | -46.4% | +20.1% | -9.9% |
| 3Y | -40.1% | -9.2% | -30.9% | -40.3% |
| 5Y | +16.7% | +5.0% | +11.7% | +12.6% |
| 10Y | +4,466.2% | +130.6% | +4,335.6% | +3,311.4% |
| All | +557.2% | +252.1% | +305.1% | +466.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling