-56.0%
CELH vs ALK
+1.7%
-57.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -3.0% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | +6.4% | -18.5% | +24.9% | +10.4% |
| 3M | +5.6% | -3.6% | +9.1% | +5.9% |
| 6M | -31.1% | -3.7% | -27.4% | -31.1% |
| YTD | -35.4% | -19.0% | -16.4% | -33.8% |
| 1Y | -46.9% | -36.0% | -10.8% | -44.1% |
| 3Y | -56.0% | +2.3% | -58.4% | -60.6% |
| All | -56.0% | +1.7% | -57.7% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling