-59.9%
CELH vs AG
+260.2%
-320.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.9% | +1.2% | -3.0% |
| 7D | -15.8% | -5.8% | -10.0% | -15.1% |
| 30D | -5.2% | +6.4% | -11.6% | -6.1% |
| 3M | -6.1% | +28.4% | -34.5% | -9.4% |
| 6M | -40.9% | -24.5% | -16.4% | -39.4% |
| YTD | -41.8% | +21.2% | -63.0% | -44.5% |
| 1Y | -52.6% | +114.1% | -166.7% | -59.3% |
| All | -59.9% | +260.2% | -320.2% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3y: compounded portfolio wealth divided by compounded AG 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…
3y analysis · Full analysis span regression · 6 months rolling