+4,171.0%
CELH vs ACWI
+225.4%
+3,945.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -2.7% |
| 7D | +6.2% | +2.7% | +3.5% | +2.4% |
| 30D | +14.2% | -2.6% | +16.8% | +18.0% |
| 3M | +15.5% | -3.2% | +18.6% | +20.3% |
| 6M | +7.7% | +1.9% | +5.8% | +3.9% |
| YTD | -30.3% | +11.3% | -41.6% | -40.9% |
| 1Y | -29.0% | +11.7% | -40.7% | -39.9% |
| 3Y | -44.5% | +74.4% | -118.9% | -75.4% |
| 5Y | +14.8% | +59.5% | -44.7% | -38.5% |
| All | +4,171.0% | +225.4% | +3,945.6% | +1,344.0% |
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