+4,242.0%
CELH vs ALLY
+174.3%
+4,067.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.3% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | +19.3% | +5.2% | +14.1% | +16.6% |
| 3M | +12.6% | -13.3% | +26.0% | +18.9% |
| 6M | +16.4% | -6.7% | +23.0% | +19.1% |
| YTD | -29.1% | -12.8% | -16.3% | -26.0% |
| 1Y | -26.3% | +0.7% | -27.0% | -27.6% |
| 3Y | -40.1% | +65.2% | -105.3% | -54.8% |
| 5Y | +16.7% | -10.1% | +26.8% | +12.1% |
| All | +4,242.0% | +174.3% | +4,067.7% | +3,174.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling