-32.7%
CELH vs ALLE
-0.4%
-32.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.2% |
| 7D | -7.0% | -0.2% | -6.8% | -7.0% |
| 30D | +5.2% | -6.8% | +12.0% | +6.6% |
| 3M | +10.5% | +21.0% | -10.5% | +7.4% |
| 6M | -32.7% | +1.1% | -33.8% | -34.2% |
| All | -32.7% | -0.4% | -32.3% | -34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling