+4,436.7%
CELH vs AGNC
+622.7%
+3,814.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | -11.2% | -4.7% | -6.5% | -9.2% |
| 30D | -1.4% | -5.7% | +4.2% | +1.3% |
| 3M | -4.2% | +1.9% | -6.0% | -4.6% |
| 6M | -40.5% | +1.8% | -42.3% | -40.9% |
| YTD | -40.5% | +3.4% | -43.9% | -41.3% |
| 1Y | -53.0% | +13.6% | -66.6% | -55.6% |
| 3Y | -59.1% | +60.4% | -119.4% | -67.1% |
| 5Y | -10.7% | +27.0% | -37.7% | -21.2% |
| 10Y | +3,788.6% | +83.1% | +3,705.5% | +2,805.6% |
| All | +4,436.7% | +622.7% | +3,814.0% | +1,090.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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