+4,553.5%
CELH vs ACWI
+227.3%
+4,326.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | -0.9% |
| 7D | +7.4% | -0.7% | +8.1% | +8.3% |
| 30D | +16.4% | -2.0% | +18.4% | +19.3% |
| 3M | +17.6% | -2.2% | +19.8% | +20.8% |
| 6M | +7.8% | +1.9% | +6.0% | +4.0% |
| YTD | -27.8% | +12.0% | -39.8% | -39.2% |
| 1Y | -24.4% | +12.5% | -37.0% | -36.8% |
| 3Y | -42.5% | +75.4% | -117.9% | -74.7% |
| 5Y | +1.4% | +61.5% | -60.1% | -46.6% |
| 10Y | +4,553.5% | +227.1% | +4,326.4% | +1,462.7% |
| All | +4,553.5% | +227.3% | +4,326.2% | +1,462.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling