-59.1%
CELH vs ADP
+15.6%
-74.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.9% |
| 7D | -11.2% | -2.8% | -8.5% | -10.3% |
| 30D | -1.4% | +0.2% | -1.7% | -1.4% |
| 3M | -4.2% | +20.5% | -24.6% | -10.9% |
| 6M | -40.5% | +28.8% | -69.2% | -46.1% |
| YTD | -40.5% | +6.6% | -47.1% | -41.5% |
| 1Y | -53.0% | -6.9% | -46.1% | -50.9% |
| 3Y | -59.1% | +16.1% | -75.2% | -59.6% |
| All | -59.1% | +15.6% | -74.7% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling