-6.1%
CELH vs AFL
+133.8%
-139.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | -11.2% | -1.6% | -9.6% | -10.6% |
| 30D | -1.4% | -4.0% | +2.6% | +0.1% |
| 3M | -4.2% | -0.5% | -3.6% | -4.5% |
| 6M | -40.5% | +6.5% | -47.0% | -42.7% |
| YTD | -40.5% | +6.2% | -46.7% | -42.8% |
| 1Y | -53.0% | +8.3% | -61.3% | -55.6% |
| 3Y | -59.1% | +62.5% | -121.6% | -71.5% |
| All | -6.1% | +133.8% | -139.9% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 5y: compounded portfolio wealth divided by compounded AFL 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…
5y analysis · Full analysis span regression · 6 months rolling