+1.2%
CELH vs ALLE
+17.0%
-15.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.2% |
| 7D | -3.8% | +2.8% | -6.6% | -5.5% |
| 30D | +6.4% | -7.6% | +14.1% | +12.0% |
| 3M | +5.6% | +22.8% | -17.2% | -8.6% |
| 6M | -31.1% | +4.6% | -35.7% | -34.0% |
| YTD | -35.4% | -1.2% | -34.2% | -36.1% |
| 1Y | -46.9% | -9.1% | -37.7% | -44.3% |
| 3Y | -56.0% | +50.0% | -106.0% | -70.3% |
| 5Y | +1.2% | +15.2% | -14.0% | -14.8% |
| All | +1.2% | +17.0% | -15.8% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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