+4,242.0%
CELH vs ADP
+322.2%
+3,919.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | +0.8% | +2.2% | -1.4% | -0.6% |
| 30D | +19.3% | +10.6% | +8.8% | +11.7% |
| 3M | +12.6% | +12.9% | -0.3% | +4.0% |
| 6M | +16.4% | +50.6% | -34.3% | -11.9% |
| YTD | -29.1% | +23.2% | -52.3% | -39.4% |
| 1Y | -26.3% | +25.3% | -51.6% | -37.8% |
| 3Y | -40.1% | +47.1% | -87.2% | -55.5% |
| 5Y | +16.7% | +50.1% | -33.4% | -12.7% |
| All | +4,242.0% | +322.2% | +3,919.8% | +2,204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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