+107.3%
CELH vs AKAM
+104.8%
+2.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.9% | -11.4% | -7.3% |
| 7D | -11.7% | +5.4% | -17.1% | -12.5% |
| 30D | +1.6% | -5.9% | +7.4% | +2.3% |
| 3M | -2.0% | -19.6% | +17.7% | +1.0% |
| 6M | -36.2% | +8.5% | -44.6% | -39.5% |
| YTD | -39.6% | +26.9% | -66.5% | -45.1% |
| 1Y | -50.7% | +41.7% | -92.4% | -56.5% |
| 3Y | -58.9% | +5.8% | -64.7% | -62.4% |
| 5Y | -5.4% | -2.3% | -3.1% | -11.5% |
| 10Y | +3,848.6% | +111.0% | +3,737.6% | +3,028.3% |
| All | +107.3% | +104.8% | +2.5% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling