-58.4%
CELH vs ADM
+20.9%
-79.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.4% | -8.9% | -6.7% |
| 7D | -11.7% | +1.4% | -13.0% | -11.8% |
| 30D | +1.6% | +8.2% | -6.6% | +0.9% |
| 3M | -2.0% | +8.7% | -10.7% | -2.7% |
| 6M | -36.2% | +29.1% | -65.3% | -38.4% |
| YTD | -39.6% | +53.7% | -93.2% | -43.5% |
| 1Y | -50.7% | +43.2% | -93.9% | -53.3% |
| All | -58.4% | +20.9% | -79.4% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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