+111.5%
CELH vs ALHC
-28.9%
+140.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -7.0% | -0.6% | -6.4% | -6.9% |
| 30D | +5.2% | -1.0% | +6.2% | +5.5% |
| 3M | +10.5% | -10.2% | +20.6% | +10.7% |
| 6M | -32.7% | -28.3% | -4.4% | -30.3% |
| YTD | -33.0% | -31.4% | -1.5% | -30.3% |
| 1Y | -49.5% | -16.9% | -32.6% | -49.9% |
| 3Y | -52.6% | +135.5% | -188.1% | -69.8% |
| 5Y | +5.2% | -33.6% | +38.8% | -10.3% |
| All | +111.5% | -28.9% | +140.4% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling