+29.0%
CELH vs ADVB
-97.4%
+126.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.2% |
| 7D | +9.4% | -4.1% | +13.5% | +9.4% |
| 30D | +14.8% | -60.3% | +75.0% | +15.4% |
| 3M | +20.5% | -73.3% | +93.9% | +21.4% |
| 6M | +1.6% | -65.9% | +67.5% | -0.8% |
| YTD | -28.3% | -63.9% | +35.6% | -29.7% |
| 1Y | -26.4% | -74.1% | +47.8% | -26.7% |
| All | +29.0% | -97.4% | +126.4% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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