-59.1%
CELH vs AJG
+8.2%
-67.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.5% |
| 7D | -11.2% | -8.3% | -2.9% | -9.6% |
| 30D | -1.4% | -5.7% | +4.2% | -0.1% |
| 3M | -4.2% | +9.1% | -13.2% | -5.5% |
| 6M | -40.5% | +15.2% | -55.7% | -41.9% |
| YTD | -40.5% | -6.3% | -34.2% | -40.3% |
| 1Y | -53.0% | -19.1% | -33.9% | -52.0% |
| 3Y | -59.1% | +8.2% | -67.3% | -64.9% |
| All | -59.1% | +8.2% | -67.2% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 3y: compounded portfolio wealth divided by compounded AJG 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…
3y analysis · Full analysis span regression · 6 months rolling