-48.4%
CELH vs ALC
+4.2%
-52.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.8% | -4.3% | -0.3% |
| 7D | +9.9% | +10.7% | -0.8% | +5.3% |
| 30D | +11.7% | +20.2% | -8.4% | +3.4% |
| 3M | +4.1% | +8.9% | -4.8% | +0.1% |
| 6M | -8.4% | +5.7% | -14.1% | -10.5% |
| YTD | -32.8% | -1.4% | -31.3% | -31.4% |
| 1Y | -48.4% | +4.7% | -53.1% | -51.1% |
| All | -48.4% | +4.2% | -52.6% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling