+1.2%
CELH vs ALK
-28.9%
+30.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -2.5% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | +6.4% | -18.5% | +24.9% | +13.8% |
| 3M | +5.6% | -3.6% | +9.1% | +5.7% |
| 6M | -31.1% | -3.7% | -27.4% | -31.6% |
| YTD | -35.4% | -19.0% | -16.4% | -32.4% |
| 1Y | -46.9% | -36.0% | -10.8% | -39.8% |
| 3Y | -56.0% | +2.3% | -58.4% | -65.0% |
| 5Y | +1.2% | -27.8% | +29.0% | -0.7% |
| All | +1.2% | -28.9% | +30.1% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling