-40.1%
CELH vs AG
+195.3%
-235.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.0% |
| 7D | +0.8% | -10.0% | +10.8% | +2.3% |
| 30D | +19.3% | -10.5% | +29.8% | +20.9% |
| 3M | +12.6% | -27.3% | +39.9% | +17.2% |
| 6M | +16.4% | -43.0% | +59.3% | +23.9% |
| YTD | -29.1% | -17.9% | -11.2% | -28.9% |
| 1Y | -26.3% | +11.9% | -38.3% | -29.7% |
| 3Y | -40.1% | +201.8% | -241.9% | -50.7% |
| All | -40.1% | +195.3% | -235.5% | -50.7% |
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