+3,650.7%
CELH vs ACWI
+230.9%
+3,419.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.8% | -2.5% |
| 7D | -15.8% | -1.9% | -13.8% | -13.4% |
| 30D | -5.2% | -1.3% | -3.9% | -3.4% |
| 3M | -6.1% | +5.0% | -11.1% | -12.1% |
| 6M | -40.9% | +11.7% | -52.6% | -49.7% |
| YTD | -41.8% | +13.0% | -54.7% | -51.3% |
| 1Y | -52.6% | +19.2% | -71.9% | -63.0% |
| 3Y | -60.4% | +75.0% | -135.4% | -82.1% |
| 5Y | -12.6% | +67.1% | -79.7% | -55.2% |
| All | +3,650.7% | +230.9% | +3,419.8% | +1,204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACWI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling