+3,650.7%
CELH vs ALK
-37.3%
+3,688.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.5% |
| 7D | -15.8% | -3.1% | -12.6% | -15.0% |
| 30D | -5.2% | -17.1% | +11.9% | 0.0% |
| 3M | -6.1% | -3.8% | -2.4% | -5.7% |
| 6M | -40.9% | -5.3% | -35.6% | -40.9% |
| YTD | -41.8% | -20.3% | -21.5% | -39.2% |
| 1Y | -52.6% | -36.0% | -16.7% | -47.5% |
| 3Y | -60.4% | +0.8% | -61.1% | -64.6% |
| 5Y | -12.6% | -28.5% | +15.8% | -12.9% |
| All | +3,650.7% | -37.3% | +3,688.0% | +3,218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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