+8.7%
CELH vs ADVB
-89.4%
+98.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.3% | -1.2% | -6.4% |
| 7D | -11.7% | -13.0% | +1.3% | -11.5% |
| 30D | +1.6% | +7.5% | -5.9% | +1.4% |
| 3M | -2.0% | +129.1% | -131.1% | -6.3% |
| 6M | -36.2% | +71.7% | -107.9% | -38.4% |
| YTD | -39.6% | +45.5% | -85.1% | -41.3% |
| 1Y | -50.7% | -2.7% | -47.9% | -51.6% |
| All | +8.7% | -89.4% | +98.1% | +34.9% |
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