+3,650.7%
CELH vs ADP
+282.5%
+3,368.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.4% | -4.2% |
| 7D | -15.8% | -5.7% | -10.0% | -12.6% |
| 30D | -5.2% | -1.4% | -3.8% | -4.3% |
| 3M | -6.1% | +16.6% | -22.7% | -15.4% |
| 6M | -40.9% | +24.9% | -65.8% | -49.6% |
| YTD | -41.8% | +5.6% | -47.4% | -44.9% |
| 1Y | -52.6% | -6.0% | -46.6% | -51.5% |
| 3Y | -60.4% | +14.5% | -74.8% | -65.2% |
| 5Y | -12.6% | +47.9% | -60.5% | -33.1% |
| All | +3,650.7% | +282.5% | +3,368.2% | +2,194.6% |
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