+25,450.0%
CELH vs ALLE
+260.9%
+25,189.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.5% |
| 7D | -7.0% | -0.2% | -6.8% | -6.9% |
| 30D | +5.2% | -6.8% | +12.0% | +8.9% |
| 3M | +10.5% | +21.0% | -10.5% | +0.1% |
| 6M | -32.7% | +1.1% | -33.8% | -33.7% |
| YTD | -33.0% | -0.5% | -32.4% | -33.7% |
| 1Y | -49.5% | -7.3% | -42.3% | -48.4% |
| 3Y | -52.6% | +42.3% | -94.9% | -61.6% |
| 5Y | +5.2% | +13.5% | -8.2% | -7.1% |
| 10Y | +4,178.1% | +144.0% | +4,034.1% | +3,120.3% |
| All | +25,450.0% | +260.9% | +25,189.1% | +19,141.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling