+130.0%
CELH vs ALB
+356.4%
-226.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | -1.6% |
| 7D | -7.0% | -8.1% | +1.0% | -4.5% |
| 30D | +5.2% | +6.3% | -1.1% | +2.6% |
| 3M | +10.5% | -23.6% | +34.1% | +19.0% |
| 6M | -32.7% | -24.6% | -8.1% | -28.9% |
| YTD | -33.0% | -10.3% | -22.7% | -34.2% |
| 1Y | -49.5% | +61.5% | -111.0% | -60.3% |
| 3Y | -52.6% | -34.0% | -18.7% | -53.6% |
| 5Y | +5.2% | -44.6% | +49.8% | +7.4% |
| 10Y | +4,178.1% | +76.1% | +4,102.0% | +2,735.3% |
| All | +130.0% | +356.4% | -226.4% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling