-9.3%
CELH vs AG
+72.8%
-82.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.1% | -8.6% | -6.8% |
| 7D | -11.7% | -0.1% | -11.6% | -11.7% |
| 30D | +1.6% | +12.5% | -10.9% | -0.5% |
| 3M | -2.0% | +28.2% | -30.1% | -6.1% |
| 6M | -36.2% | -18.8% | -17.3% | -35.2% |
| YTD | -39.6% | +27.4% | -67.0% | -43.6% |
| 1Y | -50.7% | +132.2% | -182.9% | -59.4% |
| 3Y | -58.9% | +286.9% | -345.7% | -71.1% |
| All | -9.3% | +72.8% | -82.1% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling