+99.7%
CELH vs AFL
+670.3%
-570.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.4% | -3.6% |
| 7D | -15.8% | -3.3% | -12.5% | -15.0% |
| 30D | -5.2% | -5.0% | -0.2% | -4.0% |
| 3M | -6.1% | -1.8% | -4.4% | -5.9% |
| 6M | -40.9% | +4.8% | -45.7% | -41.8% |
| YTD | -41.8% | +5.4% | -47.2% | -42.8% |
| 1Y | -52.6% | +9.0% | -61.6% | -54.0% |
| 3Y | -60.4% | +63.0% | -123.4% | -65.7% |
| 5Y | -12.6% | +134.5% | -147.1% | -30.8% |
| 10Y | +3,704.3% | +298.6% | +3,405.7% | +2,537.0% |
| All | +99.7% | +670.3% | -570.6% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling