+3,650.7%
CELH vs ALB
+84.6%
+3,566.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.0% | -0.6% | -2.6% |
| 7D | -15.8% | -7.6% | -8.2% | -13.4% |
| 30D | -5.2% | -5.6% | +0.4% | -3.5% |
| 3M | -6.1% | -16.8% | +10.7% | -1.1% |
| 6M | -40.9% | -26.3% | -14.6% | -36.8% |
| YTD | -41.8% | -13.2% | -28.5% | -42.5% |
| 1Y | -52.6% | +68.8% | -121.4% | -64.4% |
| 3Y | -60.4% | -30.7% | -29.7% | -61.8% |
| 5Y | -12.6% | -46.3% | +33.6% | -9.5% |
| All | +3,650.7% | +84.6% | +3,566.1% | +2,461.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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