+2,049.1%
CELH vs ALC
+24.0%
+2,025.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -1.5% |
| 7D | -7.0% | -2.1% | -4.9% | -5.6% |
| 30D | +5.2% | -0.1% | +5.3% | +5.7% |
| 3M | +10.5% | +5.9% | +4.6% | +6.1% |
| 6M | -32.7% | -15.9% | -16.8% | -24.9% |
| YTD | -33.0% | -10.1% | -22.9% | -29.0% |
| 1Y | -49.5% | -10.2% | -39.3% | -46.9% |
| 3Y | -52.6% | -13.6% | -39.1% | -51.8% |
| 5Y | +5.2% | -15.1% | +20.4% | +9.7% |
| All | +2,049.1% | +24.0% | +2,025.1% | +1,957.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling