-5.4%
CELH vs ALC
-17.4%
+12.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.5% | -5.7% |
| 7D | -11.7% | -5.3% | -6.4% | -7.8% |
| 30D | +1.6% | -7.1% | +8.6% | +7.5% |
| 3M | -2.0% | +0.8% | -2.7% | -2.5% |
| 6M | -36.2% | -16.0% | -20.2% | -27.8% |
| YTD | -39.6% | -12.7% | -26.8% | -34.0% |
| 1Y | -50.7% | -12.8% | -37.8% | -46.5% |
| 3Y | -58.9% | -15.8% | -43.0% | -58.5% |
| 5Y | -5.4% | -16.7% | +11.3% | +5.7% |
| All | -5.4% | -17.4% | +12.0% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling