+143.1%
CELH vs AG
+207.8%
-64.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.0% |
| 7D | +0.8% | -10.0% | +10.8% | +2.1% |
| 30D | +19.3% | -10.5% | +29.8% | +20.8% |
| 3M | +12.6% | -27.3% | +39.9% | +16.7% |
| 6M | +16.4% | -43.0% | +59.3% | +23.3% |
| YTD | -29.1% | -17.9% | -11.2% | -29.1% |
| 1Y | -26.3% | +11.9% | -38.3% | -29.4% |
| 3Y | -40.1% | +201.8% | -241.9% | -51.2% |
| 5Y | +16.7% | -0.1% | +16.8% | +5.5% |
| 10Y | +4,466.2% | +72.7% | +4,393.5% | +3,484.2% |
| All | +143.1% | +207.8% | -64.7% | +91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling