-53.0%
CELH vs AIG
-1.2%
-51.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.2% |
| 7D | -11.2% | -1.2% | -10.1% | -11.1% |
| 30D | -1.4% | -1.1% | -0.4% | -1.3% |
| 3M | -4.2% | +0.7% | -4.8% | -4.5% |
| 6M | -40.5% | -2.2% | -38.3% | -40.7% |
| YTD | -40.5% | -10.8% | -29.7% | -39.9% |
| 1Y | -53.0% | -2.0% | -51.0% | -54.4% |
| All | -53.0% | -1.2% | -51.8% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling