+104.1%
CELH vs AGG
+76.0%
+28.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | -11.2% | -1.1% | -10.2% | -10.6% |
| 30D | -1.4% | -1.1% | -0.3% | -0.7% |
| 3M | -4.2% | -1.9% | -2.2% | -2.9% |
| 6M | -40.5% | -1.7% | -38.8% | -39.7% |
| YTD | -40.5% | -1.3% | -39.2% | -39.9% |
| 1Y | -53.0% | -0.7% | -52.3% | -52.7% |
| 3Y | -59.1% | +12.5% | -71.5% | -61.6% |
| 5Y | -10.7% | -2.5% | -8.2% | -13.2% |
| 10Y | +3,788.6% | +14.2% | +3,774.3% | +3,481.6% |
| All | +104.1% | +76.0% | +28.2% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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