-49.5%
CELH vs AKAM
+35.6%
-85.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -3.2% |
| 7D | -7.0% | -2.1% | -4.9% | -7.4% |
| 30D | +5.2% | -13.9% | +19.1% | +3.2% |
| 3M | +10.5% | -33.8% | +44.3% | +4.9% |
| 6M | -32.7% | +2.2% | -34.9% | -32.4% |
| YTD | -33.0% | +20.6% | -53.6% | -32.4% |
| 1Y | -49.5% | +36.3% | -85.9% | -46.1% |
| All | -49.5% | +35.6% | -85.2% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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