+1,766.6%
CELH vs ALC
+17.1%
+1,749.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -0.9% | -1.7% |
| 7D | -15.8% | -7.7% | -8.1% | -10.9% |
| 30D | -5.2% | -11.7% | +6.5% | +3.4% |
| 3M | -6.1% | +0.7% | -6.8% | -6.5% |
| 6M | -40.9% | -17.1% | -23.8% | -33.4% |
| YTD | -41.8% | -15.1% | -26.6% | -35.8% |
| 1Y | -52.6% | -14.1% | -38.5% | -48.5% |
| 3Y | -60.4% | -18.2% | -42.2% | -58.1% |
| 5Y | -12.6% | -19.2% | +6.5% | -5.6% |
| All | +1,766.6% | +17.1% | +1,749.5% | +1,762.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling