-58.4%
CELH vs ALC
-16.2%
-42.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.5% | -6.1% |
| 7D | -11.7% | -5.3% | -6.4% | -9.8% |
| 30D | +1.6% | -7.1% | +8.6% | +4.4% |
| 3M | -2.0% | +0.8% | -2.7% | -2.0% |
| 6M | -36.2% | -16.0% | -20.2% | -32.0% |
| YTD | -39.6% | -12.7% | -26.8% | -36.5% |
| 1Y | -50.7% | -12.8% | -37.8% | -48.3% |
| All | -58.4% | -16.2% | -42.2% | -56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling