+87.8%
CELH vs ALHC
-33.8%
+121.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.5% |
| 7D | -11.2% | -6.9% | -4.4% | -9.9% |
| 30D | -1.4% | -6.7% | +5.3% | -0.1% |
| 3M | -4.2% | -37.7% | +33.5% | +4.4% |
| 6M | -40.5% | -30.0% | -10.5% | -38.1% |
| YTD | -40.5% | -36.2% | -4.3% | -37.2% |
| 1Y | -53.0% | -22.9% | -30.1% | -52.6% |
| 3Y | -59.1% | +138.4% | -197.4% | -74.3% |
| 5Y | -10.7% | -32.8% | +22.1% | -24.1% |
| All | +87.8% | -33.8% | +121.6% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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