+146.0%
CELH vs ALK
+333.2%
-187.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +9.4% | +12.9% | -3.5% | +7.5% |
| 30D | +14.8% | +5.5% | +9.2% | +13.7% |
| 3M | +20.5% | -12.1% | +32.6% | +22.4% |
| 6M | +1.6% | +1.7% | -0.1% | +0.7% |
| YTD | -28.3% | -17.4% | -10.9% | -27.2% |
| 1Y | -26.4% | -1.9% | -24.5% | -27.0% |
| 3Y | -43.0% | +21.2% | -64.2% | -46.5% |
| 5Y | +4.8% | -27.8% | +32.6% | +4.9% |
| 10Y | +4,820.0% | -41.0% | +4,861.0% | +4,693.7% |
| All | +146.0% | +333.2% | -187.2% | +252.3% |
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