-59.1%
CELH vs AKAM
+0.9%
-59.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | -11.2% | +1.5% | -12.7% | -11.1% |
| 30D | -1.4% | -13.0% | +11.6% | -2.5% |
| 3M | -4.2% | -19.4% | +15.2% | -5.3% |
| 6M | -40.5% | +0.3% | -40.8% | -40.6% |
| YTD | -40.5% | +22.4% | -62.9% | -40.7% |
| 1Y | -53.0% | +34.8% | -87.8% | -53.0% |
| 3Y | -59.1% | +1.9% | -61.0% | -66.6% |
| All | -59.1% | +0.9% | -59.9% | -66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling