+499.2%
CELH vs ACM
+228.1%
+271.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.3% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | +6.4% | -12.9% | +19.4% | +11.3% |
| 3M | +5.6% | -6.4% | +11.9% | +7.2% |
| 6M | -31.1% | -29.2% | -1.9% | -23.1% |
| YTD | -35.4% | -29.9% | -5.4% | -28.0% |
| 1Y | -46.9% | -47.3% | +0.4% | -34.6% |
| 3Y | -56.0% | -19.6% | -36.4% | -54.2% |
| 5Y | +1.2% | +5.5% | -4.3% | -2.2% |
| 10Y | +4,043.9% | +129.7% | +3,914.2% | +3,013.5% |
| All | +499.2% | +228.1% | +271.1% | +430.3% |
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 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