+143.1%
CELH vs ALK
+301.3%
-158.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +1.9% |
| 7D | +0.8% | -1.2% | +2.0% | +1.0% |
| 30D | +19.3% | +7.7% | +11.6% | +17.9% |
| 3M | +12.6% | -19.0% | +31.6% | +15.7% |
| 6M | +16.4% | -0.2% | +16.6% | +15.7% |
| YTD | -29.1% | -23.5% | -5.6% | -27.2% |
| 1Y | -26.3% | -9.1% | -17.2% | -26.1% |
| 3Y | -40.1% | +12.0% | -52.1% | -43.2% |
| 5Y | +16.7% | -30.9% | +47.5% | +17.7% |
| 10Y | +4,466.2% | -45.6% | +4,511.8% | +4,397.5% |
| All | +143.1% | +301.3% | -158.2% | +252.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling