+3,733.8%
CELH vs AGI
+392.3%
+3,341.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | -11.2% | -2.7% | -8.5% | -10.9% |
| 30D | -1.4% | +7.2% | -8.7% | -2.3% |
| 3M | -4.2% | +4.3% | -8.4% | -4.8% |
| 6M | -40.5% | -27.1% | -13.4% | -38.5% |
| YTD | -40.5% | -6.6% | -33.9% | -40.7% |
| 1Y | -53.0% | +9.5% | -62.5% | -54.2% |
| 3Y | -59.1% | +208.4% | -267.5% | -65.5% |
| 5Y | -10.7% | +401.6% | -412.3% | -29.6% |
| All | +3,733.8% | +392.3% | +3,341.5% | +2,810.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling