-5.4%
CELH vs ALHC
-27.5%
+22.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.2% | -3.3% | -5.8% |
| 7D | -11.7% | -4.1% | -7.5% | -10.9% |
| 30D | +1.6% | -5.4% | +7.0% | +2.6% |
| 3M | -2.0% | -32.1% | +30.2% | +4.8% |
| 6M | -36.2% | -28.5% | -7.7% | -34.0% |
| YTD | -39.6% | -34.0% | -5.5% | -36.7% |
| 1Y | -50.7% | -20.9% | -29.7% | -50.6% |
| 3Y | -58.9% | +151.5% | -210.4% | -75.0% |
| 5Y | -5.4% | -28.8% | +23.5% | -19.0% |
| All | -5.4% | -27.5% | +22.1% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling