+130.0%
CELH vs ADP
+1,078.7%
-948.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -1.8% |
| 7D | -7.0% | -3.4% | -3.6% | -5.1% |
| 30D | +5.2% | +2.8% | +2.4% | +3.3% |
| 3M | +10.5% | +20.9% | -10.4% | -1.8% |
| 6M | -32.7% | +29.9% | -62.6% | -43.3% |
| YTD | -33.0% | +9.6% | -42.6% | -37.8% |
| 1Y | -49.5% | -5.3% | -44.3% | -48.8% |
| 3Y | -52.6% | +16.5% | -69.1% | -58.3% |
| 5Y | +5.2% | +49.4% | -44.2% | -17.8% |
| 10Y | +4,178.1% | +282.2% | +3,895.9% | +1,929.3% |
| All | +130.0% | +1,078.7% | -948.8% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling