+3,650.7%
CELH vs ALLY
+190.4%
+3,460.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.0% |
| 7D | -15.8% | -3.3% | -12.5% | -14.6% |
| 30D | -5.2% | -4.1% | -1.1% | -3.7% |
| 3M | -6.1% | +1.4% | -7.5% | -6.6% |
| 6M | -40.9% | +14.4% | -55.2% | -44.3% |
| YTD | -41.8% | -4.9% | -36.9% | -41.2% |
| 1Y | -52.6% | +5.5% | -58.2% | -54.1% |
| 3Y | -60.4% | +66.0% | -126.4% | -69.9% |
| 5Y | -12.6% | -2.4% | -10.3% | -19.0% |
| All | +3,650.7% | +190.4% | +3,460.3% | +2,481.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALLY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling