+130.0%
CELH vs ALK
+338.4%
-208.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.6% | -3.2% |
| 7D | -7.0% | -0.7% | -6.4% | -6.9% |
| 30D | +5.2% | -19.2% | +24.4% | +8.3% |
| 3M | +10.5% | -1.5% | +12.0% | +10.4% |
| 6M | -32.7% | -13.1% | -19.7% | -31.9% |
| YTD | -33.0% | -16.4% | -16.5% | -31.9% |
| 1Y | -49.5% | -33.1% | -16.5% | -47.3% |
| 3Y | -52.6% | +0.6% | -53.3% | -54.4% |
| 5Y | +5.2% | -26.4% | +31.6% | +5.3% |
| 10Y | +4,178.1% | -34.2% | +4,212.3% | +4,064.6% |
| All | +130.0% | +338.4% | -208.5% | +229.4% |
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