+3,733.8%
CELH vs AKAM
+103.9%
+3,629.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -11.2% | +1.5% | -12.7% | -11.5% |
| 30D | -1.4% | -13.0% | +11.6% | +0.7% |
| 3M | -4.2% | -19.4% | +15.2% | -1.2% |
| 6M | -40.5% | +0.3% | -40.8% | -43.3% |
| YTD | -40.5% | +22.4% | -62.9% | -47.1% |
| 1Y | -53.0% | +34.8% | -87.8% | -59.6% |
| 3Y | -59.1% | +1.9% | -61.0% | -63.3% |
| 5Y | -10.7% | -4.6% | -6.1% | -18.9% |
| All | +3,733.8% | +103.9% | +3,629.9% | +3,180.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling