-43.0%
CELH vs ACWI
+74.9%
-117.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | +9.4% | -0.2% | +9.6% | +9.5% |
| 30D | +14.8% | -3.3% | +18.0% | +18.6% |
| 3M | +20.5% | -3.4% | +23.9% | +24.7% |
| 6M | +1.6% | +0.8% | +0.8% | +0.1% |
| YTD | -28.3% | +10.7% | -39.0% | -36.7% |
| 1Y | -26.4% | +11.6% | -38.0% | -35.6% |
| 3Y | -43.0% | +73.4% | -116.3% | -70.2% |
| All | -43.0% | +74.9% | -117.9% | -70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling