+4.8%
CELH vs ALLE
+53.5%
-48.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.8% |
| 7D | +9.4% | +0.1% | +9.3% | +9.3% |
| 30D | +14.8% | +25.9% | -11.2% | -1.7% |
| 3M | +20.5% | +14.9% | +5.7% | +9.7% |
| 6M | +1.6% | +42.1% | -40.5% | -20.6% |
| YTD | -28.3% | +20.4% | -48.7% | -38.0% |
| 1Y | -26.4% | +14.9% | -41.2% | -34.1% |
| 3Y | -43.0% | +90.1% | -133.1% | -67.9% |
| 5Y | +4.8% | +53.0% | -48.2% | -29.8% |
| All | +4.8% | +53.5% | -48.7% | -29.8% |
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