-56.0%
CELH vs ACWI
+77.6%
-133.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.1% |
| 7D | -3.8% | +1.1% | -4.8% | -4.9% |
| 30D | +6.4% | -0.2% | +6.6% | +6.7% |
| 3M | +5.6% | +4.7% | +0.9% | +0.4% |
| 6M | -31.1% | +14.5% | -45.6% | -41.7% |
| YTD | -35.4% | +14.6% | -50.0% | -45.5% |
| 1Y | -46.9% | +21.4% | -68.3% | -57.9% |
| 3Y | -56.0% | +77.6% | -133.6% | -80.9% |
| All | -56.0% | +77.6% | -133.6% | -80.9% |
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